# EDGAR Filing Document

**Accession Number:** 0000809707
**File Stem:** 0001752724-25-153747
**Filing Date:** 2025-6
**Character Count:** 2116746
**Document Hash:** 5e40f8232932b66cc7a38f70de7dcab6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-153747.hdr.sgml**: 20250624

**ACCESSION NUMBER**: 0001752724-25-153747

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250624

**DATE AS OF CHANGE**: 20250624

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04986
- **FILM NUMBER:** 251068720

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

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

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

## Series and Classes Contracts Data

### FRANKLIN TOTAL RETURN FUND (Series ID: S000006857)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000018526 | Class A       | FKBAX           |
| C000018528 | Class C       | FCTLX           |
| C000018529 | Advisor Class | FBDAX           |
| C000018530 | Class R       | FTRRX           |
| C000128883 | Class R6      | FRERX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** San Mateo

  - **State:** CA

  - **Foreign country:** US

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

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

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

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

- **b. EDGAR series identifier (if any):** S000006857

- **c. LEI of Series:** BOFI5JCJJYCPA6G3SW76

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

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

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3562485841.47

**Total Liabilities:** $501455142.55

**Net Assets:** $3061030698.92

**Delayed Delivery Securities:** $486065539.96

**Cash Not Reported:** $35697708.51

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2058.48000000 | **1-Year:** -68216.12000000 | **5-Year:** -323906.88000000 | **10-Year:** -554281.61000000 | **30-Year:** -699596.27000000

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

- **3-Month:** -39.77000000 | **1-Year:** -41597.61000000 | **5-Year:** -72458.45000000 | **10-Year:** 72424.28000000 | **30-Year:** -7601.50000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018530 | 2.01%                | -0.29%               | 0.21%                |
| Class ID C000018528 | 1.88%                | -0.19%               | 0.08%                |
| Class ID C000128883 | 2.03%                | -0.24%               | 0.25%                |
| Class ID C000018526 | 1.90%                | -0.15%               | 0.11%                |
| Class ID C000018529 | 2.02%                | -0.25%               | 0.13%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-810264.67              | $58366327.54                               |
| Month 2  | $4166189.07              | $-20566109.23                              |
| Month 3  | $-1636960.03             | $-2994306.00                               |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Aggregate Index

- **Index Identifier:** BM0838

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 3140QNDF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.01         | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8211569.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $28.21        | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5589011.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       996 | PA      | $0.07         | 0.00%             | 2033-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6944112.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7643 | PA      | $160.53       | 0.00%             | 2035-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7928455.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1063 | PA      | $971.10       | 0.00%             | 2025-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991131037.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       173 | PA      | $147.10       | 0.00%             | 2026-02-08      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Prosper Pass-Thru Trust III                                                       | Prosper Pass-Thru Trust III, Series 2020-PT2, Class A                                             | CUSIP: 74360NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10067 | PA      | $4213.84      | 0.00%             | 2026-04-15      | Variable      | 9.44%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8019795.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       857 | PA      | $843.99       | 0.00%             | 2026-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6567346.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       936 | PA      | $6.20         | 0.00%             | 2034-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8056009.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3289 | PA      | $3244.43      | 0.00%             | 2026-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6152853.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     56251 | PA      | $3.11         | 0.00%             | 2034-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4807316.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       297 | PA      | $0.00         | 0.00%             | 2033-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183492757.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6483 | PA      | $6454.51      | 0.00%             | 2026-12-08      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183394419.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3181 | PA      | $0.00         | 0.00%             | 2026-11-19      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-12285827.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2715 | PA      | $2737.97      | 0.00%             | 2026-03-01      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7134683.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1675 | PA      | $37.18        | 0.00%             | 2035-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7208343.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $60.71        | 0.00%             | 2035-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991075118.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $75.82        | 0.00%             | 2030-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2217859.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7656 | PA      | $7455.41      | 0.00%             | 2026-12-09      | Fixed         | 8.75%                 | No            |                  3 | On Loan: No      |
| BBCMS Mortgage Trust                                                              | BBCMS Mortgage Trust, Series 2024-5C31, Class XA                                                  | CUSIP: 07336YAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  31888712 | PA      | $1383348.25   | 0.05%             | 2057-12-15      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10244412.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6377 | PA      | $6468.68      | 0.00%             | 2026-08-20      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5107188.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2474 | PA      | $0.00         | 0.00%             | 2033-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8012503.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       354 | PA      | $333.65       | 0.00%             | 2026-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8167107.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15870 | PA      | $15604.20     | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                              | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179YMM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         0 | PA      | $0.00         | 0.00%             | 2053-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991225200.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-11-10      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6685864.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       219 | PA      | $1.26         | 0.00%             | 2034-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2024-77, Class FM                                                                    | CUSIP: 3136BTRF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11900760 | PA      | $11838229.96  | 0.39%             | 2054-11-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7642888.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10378 | PA      | $207.00       | 0.00%             | 2025-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7270130.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4489 | PA      | $2970.47      | 0.00%             | 2025-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Minerals Technologies, Inc.                                                       | Minerals Technologies, Inc., First Lien, CME Term Loan, B                                         | CUSIP: 60315GAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    415625 | PA      | $411468.75    | 0.01%             | 2031-11-26      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5985197.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2641 | PA      | $0.20         | 0.00%             | 2034-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5297124.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4734 | PA      | $0.00         | 0.00%             | 2033-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31390N6W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1990 | PA      | $2048.88      | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7882919.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20107 | PA      | $18494.36     | 0.00%             | 2025-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09321377.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7479 | PA      | $7563.20      | 0.00%             | 2026-05-15      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7839409.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1353 | PA      | $950.51       | 0.00%             | 2025-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31413BJ77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6126 | PA      | $6312.05      | 0.00%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                 | Wells Fargo & Co.                                                                                 | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8083871.37   | 0.26%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5294178.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4625 | PA      | $0.03         | 0.00%             | 2033-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7771423.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       382 | PA      | $375.80       | 0.00%             | 2025-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10476876.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9485 | PA      | $9677.05      | 0.00%             | 2026-10-25      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6591260.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2973 | PA      | $7.44         | 0.00%             | 2034-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Constellation Energy Generation LLC                                               | Constellation Energy Generation LLC                                                               | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   8950000 | PA      | $9412135.31   | 0.31%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183483610.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10300 | PA      | $975.30       | 0.00%             | 2026-12-03      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5094586.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2003 | PA      | $0.00         | 0.00%             | 2033-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31407PYK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164960 | PA      | $170027.32    | 0.01%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7694390.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8347 | PA      | $7835.29      | 0.00%             | 2025-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2221531.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1771 | PA      | $1737.61      | 0.00%             | 2026-12-10      | Fixed         | 30.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8207485.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8329 | PA      | $8122.41      | 0.00%             | 2026-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991218561.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $0.38         | 0.00%             | 2028-11-17      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5921964.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       623 | PA      | $0.02         | 0.00%             | 2034-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                              | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179XBQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14661314 | PA      | $12506762.35  | 0.41%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6412810.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10309 | PA      | $1103.31      | 0.00%             | 2034-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2221255.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3068 | PA      | $2997.93      | 0.00%             | 2026-12-10      | Fixed         | 13.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2069740.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6376 | PA      | $6242.47      | 0.00%             | 2026-11-18      | Fixed         | 13.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1706444.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2085 | PA      | $2041.72      | 0.00%             | 2026-09-13      | Fixed         | 12.27%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183917868.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8516 | PA      | $8608.75      | 0.00%             | 2026-12-15      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7220771.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       462 | PA      | $332.33       | 0.00%             | 2035-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 181671017.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14565 | PA      | $1372.00      | 0.00%             | 2027-04-14      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7800739.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       209 | PA      | $207.20       | 0.00%             | 2025-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7441185.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1828 | PA      | $1747.16      | 0.00%             | 2025-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6569506.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1090 | PA      | $7.19         | 0.00%             | 2034-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1996800.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14321 | PA      | $14013.03     | 0.00%             | 2027-04-23      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7871861.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $49.61        | 0.00%             | 2025-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1606978.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4529 | PA      | $4511.50      | 0.00%             | 2026-08-25      | Fixed         | 13.30%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1656341.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9352 | PA      | $7830.57      | 0.00%             | 2027-06-15      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5918205.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       693 | PA      | $0.00         | 0.00%             | 2034-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1705472.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5103 | PA      | $2432.79      | 0.00%             | 2027-02-13      | Fixed         | 19.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7043570.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27825 | PA      | $711.00       | 0.00%             | 2035-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 3140XRLE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    471644 | PA      | $426025.77    | 0.01%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6458130.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1801 | PA      | $99.10        | 0.00%             | 2034-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991263485.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2026-12-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| CITGO Petroleum Corp.                                                             | CITGO Petroleum Corp.                                                                             | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2986808.40   | 0.10%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                                                      | Biogen, Inc.                                                                                      | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   6900000 | PA      | $6138233.65   | 0.20%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1878804.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       972 | PA      | $69.25        | 0.00%             | 2026-10-19      | Fixed         | 31.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6962747.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       543 | PA      | $10.11        | 0.00%             | 2035-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991136166.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6378771.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1938 | PA      | $3.00         | 0.00%             | 2034-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7372024.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       363 | PA      | $310.49       | 0.00%             | 2025-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Five Corners Funding Trust III                                                    | Five Corners Funding Trust III                                                                    | CUSIP: 33830GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6679098.92   | 0.22%             | 2033-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2074846.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6057 | PA      | $5985.97      | 0.00%             | 2026-11-18      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11396422.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8386 | PA      | $8668.92      | 0.00%             | 2027-01-08      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8169957.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       352 | PA      | $348.72       | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Mill City Mortgage Loan Trust                                                     | Mill City Mortgage Loan Trust, Series 2018-4, Class A1B                                           | CUSIP: 59980YAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3767111 | PA      | $3695827.10   | 0.12%             | 2066-04-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7080219.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       292 | PA      | $81.66        | 0.00%             | 2035-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7210903.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5395 | PA      | $251.35       | 0.00%             | 2035-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1620043.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1080 | PA      | $1061.63      | 0.00%             | 2026-08-25      | Fixed         | 17.72%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183790054.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2764 | PA      | $2752.23      | 0.00%             | 2026-12-06      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183712326.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2754 | PA      | $2738.94      | 0.00%             | 2026-12-15      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183409645.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3652 | PA      | $3022.18      | 0.00%             | 2034-12-20      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991169194.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-11-12      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7347758.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       637 | PA      | $320.42       | 0.00%             | 2025-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182100249.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5450 | PA      | $0.00         | 0.00%             | 2026-10-28      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7447727.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10518 | PA      | $2599.51      | 0.00%             | 2025-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6949409.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       295 | PA      | $56.69        | 0.00%             | 2035-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5049827.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3982 | PA      | $0.00         | 0.00%             | 2033-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4906129.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       413 | PA      | $0.23         | 0.00%             | 2033-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6066747.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4039 | PA      | $0.13         | 0.00%             | 2034-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Connecticut Avenue Securities Trust                                               | Connecticut Avenue Securities Trust, Series 2025-R02, Class 1A1                                   | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1553294 | PA      | $1547259.12   | 0.05%             | 2045-02-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7916000.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13330 | PA      | $12844.52     | 0.00%             | 2025-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5694752.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35953 | PA      | $0.08         | 0.00%             | 2034-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7085488.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1797 | PA      | $1260.94      | 0.00%             | 2035-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6183434.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       527 | PA      | $0.00         | 0.00%             | 2034-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5788233.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       881 | PA      | $0.09         | 0.00%             | 2034-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5833744.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4166 | PA      | $0.00         | 0.00%             | 2034-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8141337.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       975 | PA      | $960.68       | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8038799.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1467 | PA      | $1207.36      | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                           | AS Mileage Plan IP Ltd., First Lien, Initial CME Term Loan                                        | CUSIP: G0541TAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    555341 | PA      | $554474.22    | 0.02%             | 2031-10-01      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5321246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9240 | PA      | $0.00         | 0.00%             | 2033-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8027010.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1373 | PA      | $1138.13      | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5961632.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10451 | PA      | $0.00         | 0.00%             | 2034-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5611249.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1749 | PA      | $0.00         | 0.00%             | 2033-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10156518.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1890 | PA      | $1895.94      | 0.00%             | 2027-03-31      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11333372.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8703 | PA      | $9062.50      | 0.00%             | 2027-01-07      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                         | Carlyle Global Market Strategies CLO Ltd., Series 2016-1A, Class A1R3                             | CUSIP: 14312HBE5<br>LEI: 549300N3CJKPCWZ7KX23 | Long             | ABS-CBDO         | CORP              | KY        |   7750000 | PA      | $7724812.50   | 0.25%             | 2034-04-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991200425.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4842339.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       549 | PA      | $0.04         | 0.00%             | 2033-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7529757.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16840 | PA      | $11606.27     | 0.00%             | 2025-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8128439.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3754 | PA      | $3561.83      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1612430.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       438 | PA      | $431.31       | 0.00%             | 2026-08-23      | Fixed         | 25.30%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 172424365.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2048 | PA      | $2042.37      | 0.00%             | 2025-12-20      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09717880.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8923 | PA      | $9054.75      | 0.00%             | 2026-08-20      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2216607.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1435 | PA      | $1405.66      | 0.00%             | 2026-12-09      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6807789.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2456 | PA      | $17.45        | 0.00%             | 2034-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2072695.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       486 | PA      | $479.13       | 0.00%             | 2026-11-18      | Fixed         | 30.47%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1685964.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8409 | PA      | $8368.13      | 0.00%             | 2026-12-15      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| MPLX LP                                                                           | MPLX LP                                                                                           | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |  11300000 | PA      | $11006394.36  | 0.36%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183298862.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16902 | PA      | $13441.84     | 0.00%             | 2026-11-23      | Fixed         | 14.19%                | No            |                  3 | On Loan: No      |
| Boeing Co. (The)                                                                  | Boeing Co. (The)                                                                                  | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6076415.74   | 0.20%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                                | Royalty Pharma plc                                                                                | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |  11800000 | PA      | $9942124.34   | 0.32%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5239980.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4342 | PA      | $0.10         | 0.00%             | 2033-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                         | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  11300000 | PA      | $9718282.84   | 0.32%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8216170.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12450 | PA      | $12185.46     | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4640985.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1692 | PA      | $0.58         | 0.00%             | 2033-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2221618.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3105 | PA      | $225.83       | 0.00%             | 2027-05-10      | Fixed         | 12.80%                | No            |                  3 | On Loan: No      |
| Verus Securitization Trust                                                        | Verus Securitization Trust, Series 2024-4, Class A1                                               | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-MBS          | CORP              | US        |   2122883 | PA      | $2142580.42   | 0.07%             | 2069-06-25      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6668228.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1149 | PA      | $5.32         | 0.00%             | 2034-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7530328.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1445 | PA      | $1361.97      | 0.00%             | 2025-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-12050299.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5210 | PA      | $5396.32      | 0.00%             | 2027-03-13      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Electricite de France SA                                                          | Electricite de France SA                                                                          | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |   2100000 | PA      | $2167560.40   | 0.07%             | 2028-05-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8130830.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3701 | PA      | $3629.72      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4605658.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6711 | PA      | $0.25         | 0.00%             | 2033-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7957964.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1099 | PA      | $1084.15      | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991118422.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-11-20      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7636007.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1441 | PA      | $78.23        | 0.00%             | 2025-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1604936.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       798 | PA      | $827.03       | 0.00%             | 2026-08-16      | Fixed         | 25.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5739318.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9310 | PA      | $0.00         | 0.00%             | 2034-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6215908.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       488 | PA      | $0.48         | 0.00%             | 2034-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                             | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128M4LK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    380268 | PA      | $385733.69    | 0.01%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6126544.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $0.01         | 0.00%             | 2034-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991161030.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $103.35       | 0.00%             | 2026-06-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7209663.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2737 | PA      | $47.75        | 0.00%             | 2035-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7372521.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1949 | PA      | $70.95        | 0.00%             | 2025-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Great Canadian Gaming Corp.                                                       | Great Canadian Gaming Corp., First Lien, CME Term Loan, B                                         | CUSIP: C4111RAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    605364 | PA      | $585084.36    | 0.02%             | 2029-11-01      | Variable      | 9.05%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183992321.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16695 | PA      | $0.00         | 0.00%             | 2035-04-28      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183388949.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1092 | PA      | $1088.04      | 0.00%             | 2034-11-19      | Fixed         | 14.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7612216.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3468 | PA      | $2993.40      | 0.00%             | 2025-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991188769.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $5.13         | 0.00%             | 2028-04-25      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1704834.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3153 | PA      | $3086.98      | 0.00%             | 2026-09-13      | Fixed         | 12.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7787446.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       973 | PA      | $774.26       | 0.00%             | 2025-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2217548.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6468 | PA      | $6378.75      | 0.00%             | 2026-12-09      | Fixed         | 17.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7467012.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       423 | PA      | $289.46       | 0.00%             | 2025-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                             | Wells Fargo Commercial Mortgage Trust, Series 2016-C32, Class B                                   | CUSIP: 94989YBE2<br>LEI: 549300VOKB4Z9J8DIM89 | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2270662.81   | 0.07%             | 2059-01-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8105858.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $74.09        | 0.00%             | 2026-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1989989.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4363 | PA      | $4299.33      | 0.00%             | 2026-11-08      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182489147.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14122 | PA      | $14124.81     | 0.00%             | 2026-10-20      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| 24 Hour Fitness Worldwide, Inc.                                                   | 24 Hour Fitness Worldwide, Inc., First Lien, Exit CME Term Loan                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    696921 | PA      | $262505.68    | 0.01%             | 2025-12-29      | Variable      | 9.56%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183940387.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8260 | PA      | $8354.03      | 0.00%             | 2026-12-25      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1617532.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1199 | PA      | $1184.13      | 0.00%             | 2026-08-25      | Fixed         | 25.68%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1655400.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2246 | PA      | $2251.07      | 0.00%             | 2026-10-27      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7975012.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       841 | PA      | $820.13       | 0.00%             | 2026-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2218562.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       464 | PA      | $454.75       | 0.00%             | 2026-12-09      | Fixed         | 29.96%                | No            |                  3 | On Loan: No      |
| Flex Ltd.                                                                         | Flex Ltd.                                                                                         | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   7500000 | PA      | $7387664.93   | 0.24%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991146431.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $14.21        | 0.00%             | 2025-07-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7565514.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       663 | PA      | $466.49       | 0.00%             | 2025-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7478314.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33364 | PA      | $521.78       | 0.00%             | 2025-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991099542.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1613779.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4328 | PA      | $4224.28      | 0.00%             | 2026-08-24      | Fixed         | 8.38%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8057251.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1178 | PA      | $1157.36      | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7827041.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       676 | PA      | $652.01       | 0.00%             | 2025-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11741440.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4557 | PA      | $4709.15      | 0.00%             | 2026-12-16      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7094035.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2873 | PA      | $73.15        | 0.00%             | 2035-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6863964.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1197 | PA      | $16.68        | 0.00%             | 2035-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7792337.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       433 | PA      | $427.99       | 0.00%             | 2025-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5313296.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1043 | PA      | $0.00         | 0.00%             | 2033-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of Peru                                                                  | Peru Government Bond                                                                              | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   8000000 | PA      | $7100615.92   | 0.23%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2217220.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3791 | PA      | $3731.87      | 0.00%             | 2027-10-09      | Fixed         | 24.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8052396.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2135 | PA      | $2107.71      | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Nouryon Finance BV                                                                | Nouryon Finance BV, First Lien, November 2024 Dollar CME Term Loan, B2                            | CUSIP: N8232NAM9<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    143205 | PA      | $142488.73    | 0.00%             | 2028-04-03      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas, Inc.                                                              | Hunter Douglas, Inc., First Lien, CME Term Loan, B1                                               | CUSIP: N8137FAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    484770 | PA      | $473964.06    | 0.02%             | 2032-01-16      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09130603.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       662 | PA      | $663.24       | 0.00%             | 2025-06-15      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1603442.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       930 | PA      | $931.26       | 0.00%             | 2025-07-20      | Fixed         | 18.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8163892.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1661 | PA      | $1198.90      | 0.00%             | 2026-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183101425.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11590 | PA      | $11587.64     | 0.00%             | 2026-11-15      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2220844.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1238 | PA      | $1212.97      | 0.00%             | 2026-12-10      | Fixed         | 25.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8211765.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3544 | PA      | $2405.84      | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8036914.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3111 | PA      | $1983.32      | 0.00%             | 2026-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4843142.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1485 | PA      | $1.11         | 0.00%             | 2033-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09096903.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4777 | PA      | $4830.36      | 0.00%             | 2026-06-15      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2217843.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       584 | PA      | $573.01       | 0.00%             | 2026-12-09      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6002949.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       628 | PA      | $0.00         | 0.00%             | 2034-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7919901.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       756 | PA      | $749.68       | 0.00%             | 2025-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11318066.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6610 | PA      | $6839.81      | 0.00%             | 2026-12-25      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Flexera Software LLC                                                              | Flexera Software LLC, First Lien, CME Term Loan, B3                                               | CUSIP: 33937KAX2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50467 | PA      | $50277.49     | 0.00%             | 2028-03-03      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5080951.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       654 | PA      | $0.07         | 0.00%             | 2033-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5721363.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47507 | PA      | $0.14         | 0.00%             | 2034-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1995724.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8290 | PA      | $1955.60      | 0.00%             | 2027-04-08      | Fixed         | 22.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991113309.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2032-07-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8039644.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2583 | PA      | $2450.40      | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6986554.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1479 | PA      | $793.60       | 0.00%             | 2035-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6912323.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6967 | PA      | $3228.83      | 0.00%             | 2035-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1617537.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1372 | PA      | $1352.02      | 0.00%             | 2026-08-24      | Fixed         | 20.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8145124.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       706 | PA      | $675.77       | 0.00%             | 2026-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2216524.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7815 | PA      | $1909.47      | 0.00%             | 2027-05-09      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-08984739.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15236 | PA      | $15415.01     | 0.00%             | 2026-07-01      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1616680.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4540 | PA      | $4474.56      | 0.00%             | 2026-08-24      | Fixed         | 21.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5913409.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2690 | PA      | $0.00         | 0.00%             | 2034-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1619126.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3142 | PA      | $3068.26      | 0.00%             | 2026-08-25      | Fixed         | 9.43%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6749349.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       835 | PA      | $7.57         | 0.00%             | 2034-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7830121.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       903 | PA      | $876.71       | 0.00%             | 2025-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991152518.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $75.66        | 0.00%             | 2025-09-23      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| PSMC Trust                                                                        | PSMC Trust, Series 2021-3, Class A3                                                               | CUSIP: 69376DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11347299 | PA      | $10162262.21  | 0.33%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8185824.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3983 | PA      | $3454.16      | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184321733.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11758 | PA      | $12096.80     | 0.00%             | 2026-12-23      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8192530.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10160 | PA      | $9944.14      | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991217394.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $70.34        | 0.00%             | 2026-05-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1612375.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3396 | PA      | $3408.98      | 0.00%             | 2026-08-23      | Fixed         | 14.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7512941.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5261 | PA      | $3837.57      | 0.00%             | 2025-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7094917.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1356 | PA      | $802.85       | 0.00%             | 2035-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7530224.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2030 | PA      | $1454.38      | 0.00%             | 2025-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7885234.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1573 | PA      | $1395.53      | 0.00%             | 2025-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8029301.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32806 | PA      | $23782.16     | 0.00%             | 2026-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8122124.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34708 | PA      | $31784.35     | 0.00%             | 2026-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                     | Berkshire Hathaway Energy Co.                                                                     | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2848543.90   | 0.09%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5473309.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1962 | PA      | $0.00         | 0.00%             | 2033-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6790513.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2508 | PA      | $21.06        | 0.00%             | 2034-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7009641.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12183 | PA      | $155.58       | 0.00%             | 2035-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8162815.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7904 | PA      | $7755.24      | 0.00%             | 2026-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4831089.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3668 | PA      | $0.00         | 0.00%             | 2033-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8010684.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11514 | PA      | $11284.23     | 0.00%             | 2026-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2075589.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4082 | PA      | $3986.01      | 0.00%             | 2027-04-28      | Fixed         | 16.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5017280.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6962 | PA      | $0.39         | 0.00%             | 2033-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991164893.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $16.18        | 0.00%             | 2026-11-13      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5960313.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       712 | PA      | $0.02         | 0.00%             | 2034-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GOAT Holdco LLC                                                                   | GOAT Holdco LLC, First Lien, CME Term Loan, B                                                     | CUSIP: 38021CAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    240000 | PA      | $236820.00    | 0.01%             | 2032-01-27      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11795116.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10936 | PA      | $11105.06     | 0.00%             | 2027-02-04      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8206858.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1152 | PA      | $1058.48      | 0.00%             | 2026-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7179389.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3065 | PA      | $121.00       | 0.00%             | 2035-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5928998.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4209 | PA      | $0.37         | 0.00%             | 2034-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| INEOS US Petrochem LLC                                                            | INEOS US Petrochem LLC, First Lien, 2030 Dollar CME Term Loan, B                                  | CUSIP: G4770MAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    415768 | PA      | $353403.02    | 0.01%             | 2030-03-14      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182905174.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10578 | PA      | $10823.33     | 0.00%             | 2026-11-10      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7480273.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14423 | PA      | $11162.72     | 0.00%             | 2025-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183477091.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3899 | PA      | $3900.18      | 0.00%             | 2026-11-23      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                           | LendingClub Corp. - LCX, 165509821.LC.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       442 | PA      | $438.33       | 0.00%             | 2035-04-30      | Fixed         | 11.71%                | No            |                  3 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Bonds                                                                               | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16140000 | PA      | $11602201.23  | 0.38%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5164900.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2484 | PA      | $0.00         | 0.00%             | 2033-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4604804.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       785 | PA      | $0.02         | 0.00%             | 2033-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1706707.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7221 | PA      | $7075.72      | 0.00%             | 2026-09-13      | Fixed         | 14.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1995331.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       978 | PA      | $958.02       | 0.00%             | 2026-11-08      | Fixed         | 23.11%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09375788.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       675 | PA      | $680.71       | 0.00%             | 2025-07-10      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7872337.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       185 | PA      | $179.03       | 0.00%             | 2025-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6051734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7797 | PA      | $0.23         | 0.00%             | 2034-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7941865.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       779 | PA      | $773.14       | 0.00%             | 2025-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| American Airlines, Inc.                                                           | American Airlines, Inc., First Lien, Initial CME Term Loan                                        | CUSIP: 02376CBM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    572408 | PA      | $557502.59    | 0.02%             | 2029-06-04      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183434742.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3683 | PA      | $3793.14      | 0.00%             | 2026-11-22      | Fixed         | 23.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7745988.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3936 | PA      | $3128.83      | 0.00%             | 2025-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1621031.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2379 | PA      | $2347.89      | 0.00%             | 2026-08-25      | Fixed         | 25.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8109091.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4123 | PA      | $3939.57      | 0.00%             | 2026-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America Corp.                                                             | Bank of America Corp.                                                                             | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $4573720.22   | 0.15%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                      | Fiserv, Inc.                                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1144144.66   | 0.04%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                              | Meta Platforms, Inc.                                                                              | CUSIP: 30303M8N5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1222970.51   | 0.04%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6390695.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       554 | PA      | $0.82         | 0.00%             | 2034-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                              | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179WXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4517420 | PA      | $3689168.45   | 0.12%             | 2052-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7673573.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1289 | PA      | $1189.08      | 0.00%             | 2025-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 15 Year                                                                               | CUSIP: 3132CWYL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.02         | 0.00%             | 2037-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7847613.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       474 | PA      | $265.88       | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6142889.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1621 | PA      | $0.07         | 0.00%             | 2034-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1998032.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2420 | PA      | $374.60       | 0.00%             | 2026-11-08      | Fixed         | 29.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8146530.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1630 | PA      | $1574.74      | 0.00%             | 2026-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                     | Freedom Mortgage Holdings LLC                                                                     | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1027965.75   | 0.03%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| KKR CLO 54 Ltd.                                                                   | KKR CLO 54 Ltd., Series 2024-54A, Class A                                                         | CUSIP: 48256VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7024000 | PA      | $7001539.55   | 0.23%             | 2038-01-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991291675.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2215373.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       449 | PA      | $442.89       | 0.00%             | 2026-12-09      | Fixed         | 20.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6304026.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4653 | PA      | $433.13       | 0.00%             | 2034-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 173394313.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3680 | PA      | $3673.98      | 0.00%             | 2026-01-16      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7985503.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6374 | PA      | $6172.48      | 0.00%             | 2026-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5923853.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34589 | PA      | $0.00         | 0.00%             | 2034-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09811789.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2798 | PA      | $2917.58      | 0.00%             | 2026-08-20      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                             | Alexandria Real Estate Equities, Inc.                                                             | CUSIP: 015271BA6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6097478.53   | 0.20%             | 2035-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2216002.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2261 | PA      | $2212.89      | 0.00%             | 2026-12-09      | Fixed         | 24.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7831951.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3103 | PA      | $3017.24      | 0.00%             | 2025-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                             | Alexandria Real Estate Equities, Inc.                                                             | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2502791.77   | 0.08%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182845986.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3740 | PA      | $3778.35      | 0.00%             | 2026-11-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2199212.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6088 | PA      | $5956.13      | 0.00%             | 2026-12-09      | Fixed         | 23.01%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  67945260 | PA      | $54008159.18  | 1.76%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5413606.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2850 | PA      | $0.18         | 0.00%             | 2033-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31390RFA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       128 | PA      | $131.30       | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Artera Services LLC                                                               | Artera Services LLC, First Lien, CME Term Loan, C                                                 | CUSIP: 73937UAL2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    746231 | PA      | $713352.22    | 0.02%             | 2031-02-18      | Variable      | 8.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7279543.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1656 | PA      | $51.43        | 0.00%             | 2025-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                             | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128M5GZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    138259 | PA      | $141679.01    | 0.00%             | 2037-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7985014.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7188 | PA      | $5389.19      | 0.00%             | 2026-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991179894.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.09         | 0.00%             | 2030-01-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8192240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1288 | PA      | $537.31       | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-08684475.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3402 | PA      | $3514.85      | 0.00%             | 2026-07-11      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4814833.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24496 | PA      | $0.00         | 0.00%             | 2033-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1993764.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       619 | PA      | $605.45       | 0.00%             | 2026-11-08      | Fixed         | 17.26%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10550902.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3016 | PA      | $3021.66      | 0.00%             | 2027-03-24      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Calpine Corp.                                                                     | Calpine Corp., First Lien, 2024 CME Term Loan                                                     | CUSIP: 13134MBW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    537300 | PA      | $535757.95    | 0.02%             | 2031-01-31      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6458789.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       636 | PA      | $0.94         | 0.00%             | 2034-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7622832.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2984 | PA      | $2256.74      | 0.00%             | 2025-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182433195.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5070 | PA      | $0.00         | 0.00%             | 2026-11-05      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4860376.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1539 | PA      | $0.02         | 0.00%             | 2033-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Sophos Holdings LLC                                                               | Sophos Holdings LLC, First Lien, Dollar CME Term Loan                                             | CUSIP: 86875TAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    502882 | PA      | $503159.06    | 0.02%             | 2027-03-05      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8015515.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2333 | PA      | $824.34       | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4989680.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6187 | PA      | $0.00         | 0.00%             | 2033-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 15 Year                                                                                     | CUSIP: 3140MAXK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    369864 | PA      | $336250.10    | 0.01%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10769483.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12758 | PA      | $13190.09     | 0.00%             | 2027-01-22      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2024-105, Class KF                                                                   | CUSIP: 3136BUCB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14827046 | PA      | $14809159.76  | 0.48%             | 2055-01-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7270346.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1134 | PA      | $933.33       | 0.00%             | 2025-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWEH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31296LSU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17000 | PA      | $17281.81     | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7848174.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       732 | PA      | $677.84       | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Philip Morris International, Inc.                                                 | Philip Morris International, Inc.                                                                 | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   8800000 | PA      | $9014755.29   | 0.29%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7805135.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       221 | PA      | $180.43       | 0.00%             | 2025-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2221548.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       417 | PA      | $407.80       | 0.00%             | 2026-12-10      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184435348.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2074 | PA      | $0.00         | 0.00%             | 2034-12-23      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7991178.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4442 | PA      | $4378.19      | 0.00%             | 2026-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1989003.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10016 | PA      | $9798.17      | 0.00%             | 2026-11-20      | Fixed         | 15.35%                | No            |                  3 | On Loan: No      |
| Eaton Corp.                                                                       | Eaton Corp.                                                                                       | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2306173.30   | 0.08%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7363981.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3252 | PA      | $3008.28      | 0.00%             | 2025-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5894227.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6594 | PA      | $0.15         | 0.00%             | 2034-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8140275.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1526 | PA      | $1492.03      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7851813.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1372 | PA      | $1348.29      | 0.00%             | 2025-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1707003.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       711 | PA      | $698.14       | 0.00%             | 2026-09-13      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-12246852.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1062 | PA      | $1067.82      | 0.00%             | 2026-03-12      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2221797.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7029 | PA      | $6888.00      | 0.00%             | 2026-12-10      | Fixed         | 19.44%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183371257.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13109 | PA      | $10388.47     | 0.00%             | 2026-11-22      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7843703.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1063 | PA      | $1037.50      | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UnitedHealth Group, Inc.                                                          | UnitedHealth Group, Inc.                                                                          | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6021363.66   | 0.20%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991437221.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $0.24         | 0.00%             | 2029-12-14      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09133899.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17030 | PA      | $17801.57     | 0.00%             | 2026-08-16      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7967953.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15279 | PA      | $1417.24      | 0.00%             | 2026-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5953421.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3220 | PA      | $0.01         | 0.00%             | 2034-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2221439.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1114 | PA      | $1093.54      | 0.00%             | 2026-12-10      | Fixed         | 30.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2074730.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2166 | PA      | $2129.38      | 0.00%             | 2027-04-18      | Fixed         | 20.02%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-08907777.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2151 | PA      | $2204.04      | 0.00%             | 2026-04-12      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| LaserShip, Inc.                                                                   | LaserShip, Inc., First Lien, CME Term Loan, B1                                                    | CUSIP: 51809EAM7<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |     97088 | PA      | $48252.60     | 0.00%             | 2029-08-10      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7974312.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       903 | PA      | $894.31       | 0.00%             | 2026-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1706683.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       882 | PA      | $863.99       | 0.00%             | 2026-09-13      | Fixed         | 16.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7806369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       253 | PA      | $251.70       | 0.00%             | 2025-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                              | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36201LTN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       187 | PA      | $193.69       | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6726121.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       582 | PA      | $4.80         | 0.00%             | 2034-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5824290.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1207 | PA      | $0.00         | 0.00%             | 2034-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 15 Year                                                                               | CUSIP: 3133GG6H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.01         | 0.00%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7665718.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11474 | PA      | $3044.61      | 0.00%             | 2025-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5104481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1513 | PA      | $0.00         | 0.00%             | 2033-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                              | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179YKU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         0 | PA      | $0.00         | 0.00%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5945156.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1617 | PA      | $0.00         | 0.00%             | 2034-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7515032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1203 | PA      | $788.34       | 0.00%             | 2025-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183885314.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2753 | PA      | $2816.97      | 0.00%             | 2026-12-07      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1655382.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12928 | PA      | $12879.15     | 0.00%             | 2026-10-27      | Fixed         | 12.80%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11802431.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2620 | PA      | $2641.24      | 0.00%             | 2025-12-18      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09074432.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3891 | PA      | $4040.33      | 0.00%             | 2026-06-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991265247.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       231 | PA      | $239.29       | 0.00%             | 2026-12-12      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183312099.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5044 | PA      | $5019.91      | 0.00%             | 2026-12-07      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6543316.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3927 | PA      | $14.36        | 0.00%             | 2034-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184275242.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9406 | PA      | $9687.67      | 0.00%             | 2026-12-27      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6504374.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6570 | PA      | $18.82        | 0.00%             | 2034-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4861282.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2636 | PA      | $0.00         | 0.00%             | 2033-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1705757.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1433 | PA      | $1404.76      | 0.00%             | 2026-09-13      | Fixed         | 21.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2217227.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4854 | PA      | $4753.77      | 0.00%             | 2026-12-09      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09087999.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9127 | PA      | $9443.57      | 0.00%             | 2026-04-30      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183159318.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4426 | PA      | $4398.37      | 0.00%             | 2026-12-15      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| AssuredPartners, Inc.                                                             | AssuredPartners, Inc., First Lien, 2024 CME Term Loan                                             | CUSIP: 04621HAW3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |    225783 | PA      | $226053.96    | 0.01%             | 2031-02-14      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09074502.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10805 | PA      | $10980.17     | 0.00%             | 2026-06-12      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1645934.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2999 | PA      | $2988.75      | 0.00%             | 2026-10-28      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                    | JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                                    | CUSIP: 46590XAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   6200000 | PA      | $5984998.63   | 0.20%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5594128.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3289 | PA      | $0.00         | 0.00%             | 2033-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Greenville City School District                                                   | Greenville City School District, Series 2019                                                      | CUSIP: 396352GY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  16585000 | PA      | $12642017.42  | 0.41%             | 2051-01-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 171905795.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3743 | PA      | $3721.63      | 0.00%             | 2026-05-15      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                               | Cushman & Wakefield US Borrower LLC, First Lien, 2024-3 CME Term Loan                             | CUSIP: 23340DAU6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    525150 | PA      | $526027.00    | 0.02%             | 2030-01-31      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182871113.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8794 | PA      | $8995.73      | 0.00%             | 2026-11-02      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09593157.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11977 | PA      | $7010.77      | 0.00%             | 2026-08-12      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6274028.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7166 | PA      | $6.41         | 0.00%             | 2034-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5273861.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2965 | PA      | $0.00         | 0.00%             | 2033-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7380832.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3802 | PA      | $25.66        | 0.00%             | 2025-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8057581.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1046 | PA      | $1021.03      | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7611418.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1235 | PA      | $14.32        | 0.00%             | 2025-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183149701.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12831 | PA      | $12829.18     | 0.00%             | 2026-11-24      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991263261.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-25      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-08994245.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1855 | PA      | $1861.29      | 0.00%             | 2026-05-22      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2075024.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2232 | PA      | $603.47       | 0.00%             | 2026-11-18      | Fixed         | 23.38%                | No            |                  3 | On Loan: No      |
| LHOME Mortgage Trust                                                              | LHOME Mortgage Trust, Series 2025-RTL2, Class A1                                                  | CUSIP: 50206RAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    903000 | PA      | $910754.96    | 0.03%             | 2040-04-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8107786.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24855 | PA      | $23732.96     | 0.00%             | 2026-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CNT Holdings I Corp.                                                              | CNT Holdings I Corp., First Lien, 2025 Replacement CME Term Loan                                  | CUSIP: 12656AAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     76813 | PA      | $76503.94     | 0.00%             | 2032-11-08      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991383601.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       238 | PA      | $27.74        | 0.00%             | 2028-03-29      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8039738.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       681 | PA      | $673.19       | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183447586.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9866 | PA      | $0.00         | 0.00%             | 2026-11-23      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 173018414.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2791 | PA      | $2772.06      | 0.00%             | 2025-12-22      | Fixed         | 13.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6811299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       329 | PA      | $125.76       | 0.00%             | 2035-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4755474.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1198 | PA      | $0.26         | 0.00%             | 2033-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10091993.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8187 | PA      | $8505.68      | 0.00%             | 2026-10-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                   | Canadian Natural Resources Ltd.                                                                   | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   5900000 | PA      | $5353597.46   | 0.17%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5114403.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1028 | PA      | $0.00         | 0.00%             | 2033-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4977295.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5717 | PA      | $0.00         | 0.00%             | 2033-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                              | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DV65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3100 | PA      | $3112.74      | 0.00%             | 2033-01-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5271294.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       743 | PA      | $0.00         | 0.00%             | 2033-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6011014.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1410 | PA      | $0.01         | 0.00%             | 2034-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5153196.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13914 | PA      | $0.00         | 0.00%             | 2033-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 172830533.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2162 | PA      | $0.00         | 0.00%             | 2034-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184068690.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3461 | PA      | $0.00         | 0.00%             | 2034-12-25      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Virginia Electric and Power Co.                                                   | Virginia Electric and Power Co.                                                                   | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   7900000 | PA      | $7848567.13   | 0.26%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5767979.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2624 | PA      | $0.04         | 0.00%             | 2034-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7924762.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24106 | PA      | $266.62       | 0.00%             | 2025-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1999575.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       426 | PA      | $416.76       | 0.00%             | 2026-11-08      | Fixed         | 12.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1616273.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       354 | PA      | $349.01       | 0.00%             | 2026-08-24      | Fixed         | 23.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5900522.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       449 | PA      | $0.00         | 0.00%             | 2034-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7291240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5009 | PA      | $145.75       | 0.00%             | 2025-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Dryden 97 CLO Ltd.                                                                | Dryden 97 CLO Ltd., Series 2022-97A, Class A                                                      | CUSIP: 26248XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  17750000 | PA      | $17697469.14  | 0.58%             | 2035-04-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7530955.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1092 | PA      | $1029.79      | 0.00%             | 2025-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2071865.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2791 | PA      | $2731.10      | 0.00%             | 2026-11-18      | Fixed         | 10.09%                | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 3140XG5K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7789758.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2438 | PA      | $2411.28      | 0.00%             | 2025-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7869424.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11411 | PA      | $214.03       | 0.00%             | 2025-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7478115.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2367 | PA      | $350.18       | 0.00%             | 2025-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1705415.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3525 | PA      | $3462.12      | 0.00%             | 2026-09-13      | Fixed         | 19.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7077567.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7677 | PA      | $273.70       | 0.00%             | 2035-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7963319.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       830 | PA      | $790.01       | 0.00%             | 2026-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Notes                                                                               | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18100000 | PA      | $17975562.50  | 0.59%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Dollar Tree, Inc.                                                                 | Dollar Tree, Inc.                                                                                 | CUSIP: 256746AJ7<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $2866111.22   | 0.09%             | 2031-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8113487.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6310 | PA      | $5098.93      | 0.00%             | 2026-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7709864.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2358 | PA      | $1992.88      | 0.00%             | 2025-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Xcel Energy, Inc.                                                                 | Xcel Energy, Inc.                                                                                 | CUSIP: 98389BBA7<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5524275.90   | 0.18%             | 2033-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  26094235 | PA      | $21749704.91  | 0.71%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Notes                                                                               | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8600000 | PA      | $8422625.00   | 0.28%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7774364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       495 | PA      | $489.14       | 0.00%             | 2025-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1660438.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2061 | PA      | $2091.30      | 0.00%             | 2026-11-19      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182135115.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11008 | PA      | $11429.76     | 0.00%             | 2026-10-28      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4858016.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       652 | PA      | $0.14         | 0.00%             | 2033-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8209725.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4560 | PA      | $4345.30      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7982082.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1124 | PA      | $1123.53      | 0.00%             | 2026-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10477663.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5341 | PA      | $5369.44      | 0.00%             | 2026-10-12      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5143602.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1106 | PA      | $0.00         | 0.00%             | 2033-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991169822.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       244 | PA      | $248.92       | 0.00%             | 2025-10-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1871822.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4916 | PA      | $3444.15      | 0.00%             | 2026-10-19      | Fixed         | 30.64%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991188329.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7211511.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9115 | PA      | $433.73       | 0.00%             | 2035-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7662217.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4430 | PA      | $887.34       | 0.00%             | 2025-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8214336.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       665 | PA      | $655.25       | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31371LFW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15522 | PA      | $16146.74     | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7443523.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        82 | PA      | $26.42        | 0.00%             | 2025-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7912501.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3900 | PA      | $3406.95      | 0.00%             | 2025-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Korea Electric Power Corp.                                                        | Korea Electric Power Corp.                                                                        | CUSIP: 500631AX4<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |   3900000 | PA      | $3935951.76   | 0.13%             | 2026-04-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2214164.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16598 | PA      | $16269.28     | 0.00%             | 2026-12-09      | Fixed         | 24.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7032794.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3493 | PA      | $978.67       | 0.00%             | 2035-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1989095.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3698 | PA      | $3624.27      | 0.00%             | 2026-11-08      | Fixed         | 21.91%                | No            |                  3 | On Loan: No      |
| WESCO Distribution, Inc.                                                          | WESCO Distribution, Inc.                                                                          | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   6300000 | PA      | $6416366.86   | 0.21%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09198220.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3990 | PA      | $4111.68      | 0.00%             | 2026-06-28      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1607647.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2748 | PA      | $2748.28      | 0.00%             | 2026-08-13      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4933844.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19305 | PA      | $0.00         | 0.00%             | 2033-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7442798.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $2.61         | 0.00%             | 2025-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Adeia, Inc.                                                                       | Adeia, Inc., First Lien, Initial CME Term Loan, B6                                                | CUSIP: 98422BAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    452300 | PA      | $448907.88    | 0.01%             | 2028-06-08      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4860428.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       178 | PA      | $0.02         | 0.00%             | 2033-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7970205.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57404 | PA      | $37236.19     | 0.00%             | 2026-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8078088.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5159 | PA      | $4090.76      | 0.00%             | 2026-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Icon Investments Six DAC                                                          | Icon Investments Six DAC                                                                          | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $499616.36    | 0.02%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upgrade, Inc.                                                                     | Upgrade, Inc., 24909623.UG.FTS.B                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21013 | PA      | $1617.52      | 0.00%             | 2029-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Mars, Inc.                                                                        | Mars, Inc.                                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  10630000 | PA      | $10676221.05  | 0.35%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1611808.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3707 | PA      | $3649.00      | 0.00%             | 2026-08-23      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| CIM Trust                                                                         | CIM Trust, Series 2019-INV1, Class A1                                                             | CUSIP: 12555DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    458773 | PA      | $439956.60    | 0.01%             | 2049-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Crosby US Acquisition Corp.                                                       | Crosby US Acquisition Corp., First Lien, Amendment No. 4 Replacement CME Term Loan                | CUSIP: 22739PAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    222939 | PA      | $223062.80    | 0.01%             | 2029-08-16      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4590729.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1383 | PA      | $0.09         | 0.00%             | 2033-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8181270.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6189 | PA      | $6081.92      | 0.00%             | 2026-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183252907.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8587 | PA      | $8409.25      | 0.00%             | 2027-09-23      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31411XZL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54293 | PA      | $55911.44     | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6635230.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     61854 | PA      | $303.11       | 0.00%             | 2034-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31403YSK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17058 | PA      | $17553.10     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7723355.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1994 | PA      | $1517.41      | 0.00%             | 2025-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5090813.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4919 | PA      | $0.00         | 0.00%             | 2033-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6763757.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1591 | PA      | $12.31        | 0.00%             | 2034-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4962523.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4563 | PA      | $0.00         | 0.00%             | 2033-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                              | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179YYX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         0 | PA      | $0.00         | 0.00%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6452261.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17124 | PA      | $52.37        | 0.00%             | 2034-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991096689.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6840245.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4439 | PA      | $2021.92      | 0.00%             | 2035-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991149520.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-11-10      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8191390.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4967 | PA      | $4682.73      | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-08847769.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4574 | PA      | $4630.92      | 0.00%             | 2026-06-15      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2074740.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15655 | PA      | $15423.12     | 0.00%             | 2026-11-18      | Fixed         | 30.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7966595.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2593 | PA      | $968.61       | 0.00%             | 2026-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                             | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128M5Q52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200952 | PA      | $210655.75    | 0.01%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6689080.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3318 | PA      | $24.80        | 0.00%             | 2034-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6163213.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5720 | PA      | $0.53         | 0.00%             | 2034-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7315379.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14831 | PA      | $4478.06      | 0.00%             | 2025-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11380536.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8885 | PA      | $9160.55      | 0.00%             | 2027-01-09      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8206946.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9567 | PA      | $9241.59      | 0.00%             | 2026-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Provident Funding Mortgage Trust                                                  | Provident Funding Mortgage Trust, Series 2019-1, Class A2                                         | CUSIP: 74387LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1487341 | PA      | $1284349.82   | 0.04%             | 2049-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1620526.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       775 | PA      | $764.32       | 0.00%             | 2026-08-25      | Fixed         | 23.25%                | No            |                  3 | On Loan: No      |
| Suzano Austria GmbH                                                               | Suzano Austria GmbH, Series DM3N                                                                  | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |   2300000 | PA      | $1962610.47   | 0.06%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184022156.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4414 | PA      | $4445.70      | 0.00%             | 2026-12-10      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8222834.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17215 | PA      | $16862.69     | 0.00%             | 2026-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  37023636 | PA      | $29425544.54  | 0.96%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31384VZD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1419 | PA      | $1493.71      | 0.00%             | 2030-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6192486.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3185 | PA      | $0.02         | 0.00%             | 2034-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8163191.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1047 | PA      | $1014.40      | 0.00%             | 2026-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8187524.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1932 | PA      | $1907.29      | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5911132.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31967 | PA      | $0.18         | 0.00%             | 2034-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31418EQR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2053-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09445164.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10420 | PA      | $10523.56     | 0.00%             | 2026-07-06      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8049098.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10616 | PA      | $10359.08     | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Charlotte Buyer, Inc.                                                             | Charlotte Buyer, Inc., First Lien, Second Refinancing CME Term Loan                               | CUSIP: 12568YAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    179962 | PA      | $179366.93    | 0.01%             | 2028-02-11      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2221739.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4013 | PA      | $3923.86      | 0.00%             | 2026-12-10      | Fixed         | 19.78%                | No            |                  3 | On Loan: No      |
| Essex Portfolio LP                                                                | Essex Portfolio LP                                                                                | CUSIP: 29717PBB2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3187829.57   | 0.10%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11237796.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3352 | PA      | $3428.89      | 0.00%             | 2025-11-15      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-08976475.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4211 | PA      | $4420.87      | 0.00%             | 2026-05-30      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8032305.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1556 | PA      | $1531.87      | 0.00%             | 2026-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2073597.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       158 | PA      | $152.14       | 0.00%             | 2026-11-18      | Fixed         | 19.97%                | No            |                  3 | On Loan: No      |
| Truist Financial Corp.                                                            | Truist Financial Corp.                                                                            | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4496756.09   | 0.15%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8222561.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3793 | PA      | $3373.15      | 0.00%             | 2026-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11779953.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22847 | PA      | $23321.16     | 0.00%             | 2027-02-11      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183882896.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7770 | PA      | $7689.47      | 0.00%             | 2026-12-07      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31400WGZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11992 | PA      | $12007.35     | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1703655.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1519 | PA      | $1486.41      | 0.00%             | 2026-09-13      | Fixed         | 10.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2074779.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4464 | PA      | $4384.62      | 0.00%             | 2026-11-18      | Fixed         | 22.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2074379.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8364 | PA      | $8203.95      | 0.00%             | 2026-12-03      | Fixed         | 20.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4924498.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2892 | PA      | $0.70         | 0.00%             | 2033-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1995435.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       653 | PA      | $638.61       | 0.00%             | 2026-11-08      | Fixed         | 12.23%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184130767.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8966 | PA      | $8831.06      | 0.00%             | 2026-12-21      | Fixed         | 16.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991102689.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Xcel Energy, Inc.                                                                 | Xcel Energy, Inc.                                                                                 | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   8200000 | PA      | $7903578.77   | 0.26%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4850454.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1505 | PA      | $0.14         | 0.00%             | 2033-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7905292.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       813 | PA      | $771.48       | 0.00%             | 2025-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7675427.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       516 | PA      | $509.30       | 0.00%             | 2025-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1635660.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3525 | PA      | $3512.97      | 0.00%             | 2026-09-23      | Fixed         | 12.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7929769.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4809 | PA      | $4708.28      | 0.00%             | 2025-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8098476.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1003 | PA      | $617.57       | 0.00%             | 2026-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991105091.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Home Partners of America Trust                                                    | Home Partners of America Trust, Series 2021-3, Class B                                            | CUSIP: 43730XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5737350 | PA      | $5296683.14   | 0.17%             | 2041-01-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                       | RHP Hotel Properties LP / RHP Finance Corp.                                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5900000 | PA      | $5886181.02   | 0.19%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179YAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         0 | PA      | $0.01         | 0.00%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8149300.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       626 | PA      | $477.04       | 0.00%             | 2026-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10672023.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10131 | PA      | $3431.99      | 0.00%             | 2027-02-15      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991062658.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2029-11-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183321499.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1307 | PA      | $1307.87      | 0.00%             | 2026-11-17      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991116156.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        31 | PA      | $32.00        | 0.00%             | 2030-05-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2219719.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       546 | PA      | $534.26       | 0.00%             | 2026-12-10      | Fixed         | 24.34%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1608526.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2950 | PA      | $2999.38      | 0.00%             | 2026-08-16      | Fixed         | 19.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8192130.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1740 | PA      | $1442.46      | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8163936.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $51.48        | 0.00%             | 2026-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7987457.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       736 | PA      | $609.66       | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7187135.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6101 | PA      | $4055.39      | 0.00%             | 2035-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                             | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31292GYH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1226 | PA      | $1267.47      | 0.00%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8214690.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24170 | PA      | $23075.07     | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991467528.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       198 | PA      | $204.64       | 0.00%             | 2026-12-14      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1989008.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       660 | PA      | $645.01       | 0.00%             | 2026-11-08      | Fixed         | 12.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8025411.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4342 | PA      | $4169.37      | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6937013.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3371 | PA      | $1724.04      | 0.00%             | 2035-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Construction Partners, Inc.                                                       | Construction Partners, Inc., First Lien, Closing Date CME Term Loan                               | CUSIP: 21043XAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2031-11-03      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1999851.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2411 | PA      | $2361.97      | 0.00%             | 2026-11-08      | Fixed         | 29.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8185085.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       532 | PA      | $456.97       | 0.00%             | 2026-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Galaxy XXVII CLO Ltd.                                                             | Galaxy XXVII CLO Ltd., Series 2018-27A, Class A                                                   | CUSIP: 36320UAC4<br>LEI: 549300GJYHKO4BDEN716 | Long             | ABS-CBDO         | CORP              | KY        |    233406 | PA      | $233835.50    | 0.01%             | 2031-05-16      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5051202.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       402 | PA      | $0.00         | 0.00%             | 2033-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                               | U.S. Treasury Long Bonds                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -322 | NC      | $228442.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-12243964.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6801 | PA      | $7100.49      | 0.00%             | 2027-01-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7936470.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4942 | PA      | $4538.33      | 0.00%             | 2025-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991107100.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184017343.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7179 | PA      | $671.86       | 0.00%             | 2026-12-30      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5082041.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2897 | PA      | $0.22         | 0.00%             | 2033-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7091928.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       205 | PA      | $129.23       | 0.00%             | 2035-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2074657.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1700 | PA      | $1670.50      | 0.00%             | 2026-11-18      | Fixed         | 23.23%                | No            |                  3 | On Loan: No      |
| Pacific Gas and Electric Co.                                                      | Pacific Gas and Electric Co.                                                                      | CUSIP: 694308KS5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  10400000 | PA      | $10393315.71  | 0.34%             | 2025-09-04      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2219356.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4640 | PA      | $4574.72      | 0.00%             | 2026-12-10      | Fixed         | 17.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8206117.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35169 | PA      | $28076.89     | 0.00%             | 2026-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2214144.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3204 | PA      | $3133.97      | 0.00%             | 2027-05-09      | Fixed         | 11.27%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                          | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-52, Class PT                | CUSIP: 21056JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20582 | PA      | $9556.85      | 0.00%             | 2045-01-15      | Variable      | 16.27%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5805369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2188 | PA      | $0.05         | 0.00%             | 2034-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7945023.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       753 | PA      | $734.79       | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09125842.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2743 | PA      | $2767.69      | 0.00%             | 2026-06-18      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6667810.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2693 | PA      | $12.27        | 0.00%             | 2034-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Bonds                                                                               | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12800000 | PA      | $11589500.03  | 0.38%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RelaDyne, Inc.                                                                    | RelaDyne, Inc., First Lien, CME Term Loan                                                         | CUSIP: 00149HAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    494503 | PA      | $494379.38    | 0.02%             | 2030-12-23      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8214387.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2438 | PA      | $2365.14      | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1612489.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2156 | PA      | $1449.99      | 0.00%             | 2027-01-23      | Fixed         | 23.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1610778.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1639 | PA      | $1616.62      | 0.00%             | 2026-08-23      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10432275.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4378 | PA      | $4399.22      | 0.00%             | 2026-10-24      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8011791.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3072 | PA      | $2330.41      | 0.00%             | 2026-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5873503.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1500 | PA      | $0.00         | 0.00%             | 2034-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5840032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14360 | PA      | $0.00         | 0.00%             | 2034-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6830462.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       832 | PA      | $8.55         | 0.00%             | 2035-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7879590.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2139 | PA      | $2113.67      | 0.00%             | 2025-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8064403.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3694 | PA      | $3650.06      | 0.00%             | 2026-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8221996.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2023 | PA      | $1949.19      | 0.00%             | 2026-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4664137.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2149 | PA      | $0.11         | 0.00%             | 2033-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1996448.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15272 | PA      | $14922.53     | 0.00%             | 2026-11-08      | Fixed         | 11.66%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10274873.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7697 | PA      | $8041.82      | 0.00%             | 2026-10-25      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184104646.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8222 | PA      | $8216.27      | 0.00%             | 2026-12-20      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5574619.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1300 | PA      | $0.00         | 0.00%             | 2033-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CVS Health Corp.                                                                  | CVS Health Corp.                                                                                  | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1358349.64   | 0.04%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1598463.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8210 | PA      | $584.38       | 0.00%             | 2026-08-23      | Fixed         | 30.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5835427.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $0.00         | 0.00%             | 2034-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5811504.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13131 | PA      | $3.51         | 0.00%             | 2034-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CNA Financial Corp.                                                               | CNA Financial Corp.                                                                               | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6422144.63   | 0.21%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                     | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F022659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  87290000 | PA      | $72580174.64  | 2.37%             | 2055-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7217049.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6532 | PA      | $240.49       | 0.00%             | 2035-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6469480.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20372 | PA      | $84.82        | 0.00%             | 2034-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184924956.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10310 | PA      | $8418.23      | 0.00%             | 2027-01-16      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4861902.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1428 | PA      | $0.00         | 0.00%             | 2033-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7893310.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3434 | PA      | $3405.13      | 0.00%             | 2025-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4935784.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       749 | PA      | $0.00         | 0.00%             | 2033-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Constellium SE                                                                    | Constellium SE                                                                                    | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $788144.32    | 0.03%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                  | Deutsche Bank AG                                                                                  | CUSIP: 25160PAM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   9500000 | PA      | $9740249.11   | 0.32%             | 2027-09-09      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182834096.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10772 | PA      | $10733.33     | 0.00%             | 2026-11-08      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWKM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184090151.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3257 | PA      | $0.00         | 0.00%             | 2035-02-28      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1878098.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       562 | PA      | $554.13       | 0.00%             | 2026-10-19      | Fixed         | 30.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6904916.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $1.52         | 0.00%             | 2035-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5779967.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2379 | PA      | $0.00         | 0.00%             | 2034-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Pass-Thru Trust III                                                       | Prosper Pass-Thru Trust III, Series 2020-PT3, Class A                                             | CUSIP: 74360NAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       901 | PA      | $627.94       | 0.00%             | 2026-05-15      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7097395.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23684 | PA      | $695.89       | 0.00%             | 2035-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1619343.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5156 | PA      | $5095.30      | 0.00%             | 2027-06-25      | Fixed         | 16.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7945398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       583 | PA      | $519.59       | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5019634.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1814 | PA      | $0.00         | 0.00%             | 2033-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1876477.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1536 | PA      | $1511.37      | 0.00%             | 2026-10-19      | Fixed         | 25.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8158956.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3829 | PA      | $3781.66      | 0.00%             | 2026-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hanesbrands, Inc.                                                                 | Hanesbrands, Inc., First Lien, CME Term Loan, B                                                   | CUSIP: 410346AY6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    565888 | PA      | $562351.29    | 0.02%             | 2032-03-08      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| PG Polaris BidCo SARL                                                             | PG Polaris BidCo SARL, First Lien, Initial CME Term Loan                                          | CUSIP: 91728NAB5<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | US        |    185088 | PA      | $184810.13    | 0.01%             | 2031-03-26      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-08970713.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8008 | PA      | $8119.01      | 0.00%             | 2026-05-30      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09776164.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1571 | PA      | $1586.86      | 0.00%             | 2025-08-25      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7944879.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       937 | PA      | $927.87       | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183611465.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5715 | PA      | $5917.71      | 0.00%             | 2026-11-30      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1603823.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       829 | PA      | $858.43       | 0.00%             | 2026-08-12      | Fixed         | 28.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6707813.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       271 | PA      | $3.08         | 0.00%             | 2034-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5950020.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2365 | PA      | $0.00         | 0.00%             | 2034-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Haleon US Capital LLC                                                             | Haleon US Capital LLC                                                                             | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6034938.46   | 0.20%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183499818.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16333 | PA      | $16167.20     | 0.00%             | 2026-11-26      | Fixed         | 16.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4684412.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2706 | PA      | $0.13         | 0.00%             | 2033-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Medical Solutions Holdings, Inc.                                                  | Medical Solutions Holdings, Inc., First Lien, CME Term Loan                                       | CUSIP: 58462QAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    185634 | PA      | $113442.84    | 0.00%             | 2028-11-01      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8042336.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3262 | PA      | $2239.74      | 0.00%             | 2026-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1998563.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1138 | PA      | $1113.97      | 0.00%             | 2026-11-08      | Fixed         | 26.46%                | No            |                  3 | On Loan: No      |
| EAB Global, Inc.                                                                  | EAB Global, Inc., First Lien, CME Term Loan                                                       | CUSIP: 26835CAC3<br>LEI: 254900WJRUVZKYEF1M36 | Long             | LON              | CORP              | US        |    534600 | PA      | $525410.23    | 0.02%             | 2030-08-16      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2074701.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2544 | PA      | $2513.61      | 0.00%             | 2026-11-18      | Fixed         | 14.63%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183902344.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7207 | PA      | $0.00         | 0.00%             | 2027-05-07      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183746554.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2067 | PA      | $2050.29      | 0.00%             | 2026-12-03      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6968588.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2456 | PA      | $1298.86      | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183996173.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15578 | PA      | $15466.46     | 0.00%             | 2026-12-09      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5714621.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21363 | PA      | $1.23         | 0.00%             | 2034-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8038431.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9807 | PA      | $9466.41      | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8099446.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1653 | PA      | $1574.43      | 0.00%             | 2026-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182279442.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10038 | PA      | $10303.32     | 0.00%             | 2026-10-15      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                             | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31296X6Z3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6417 | PA      | $6394.71      | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1880229.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       658 | PA      | $648.27       | 0.00%             | 2026-10-19      | Fixed         | 31.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7025720.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3925 | PA      | $1012.46      | 0.00%             | 2035-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2215136.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2207 | PA      | $2164.09      | 0.00%             | 2026-12-09      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6045560.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1003 | PA      | $0.06         | 0.00%             | 2034-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Citigroup Capital XIII                                                            | Citigroup Capital XIII                                                                            | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     93000 | NS      | $2771400.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4591961.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1338 | PA      | $0.00         | 0.00%             | 2033-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7810403.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9908 | PA      | $9660.40      | 0.00%             | 2025-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183525639.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2638 | PA      | $2722.11      | 0.00%             | 2026-11-26      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2074064.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       870 | PA      | $857.06       | 0.00%             | 2026-11-18      | Fixed         | 29.92%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991407951.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $2.85         | 0.00%             | 2029-12-14      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| N/A                                                                               | CDS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   4980000 | PA      | $365577.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5086472.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1605 | PA      | $0.09         | 0.00%             | 2033-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7327635.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2106 | PA      | $1592.30      | 0.00%             | 2025-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8124765.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20553 | PA      | $19837.78     | 0.00%             | 2026-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10364110.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17376 | PA      | $17628.38     | 0.00%             | 2026-10-25      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7676230.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7653 | PA      | $6557.06      | 0.00%             | 2025-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1624733.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2629 | PA      | $2632.65      | 0.00%             | 2026-10-17      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7760287.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6714 | PA      | $92.13        | 0.00%             | 2025-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7960956.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6549 | PA      | $90.91        | 0.00%             | 2026-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-08649324.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8206 | PA      | $8488.80      | 0.00%             | 2026-06-13      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10692601.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5162 | PA      | $503.95       | 0.00%             | 2026-11-23      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| EPIC Crude Services LP                                                            | EPIC Crude Services LP, First Lien, CME Term Loan                                                 | CUSIP: 29428XAG5<br>LEI: 549300FRS682IQ7J9S42 | Long             | LON              | CORP              | US        |    335607 | PA      | $335667.88    | 0.01%             | 2031-10-15      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7894101.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       174 | PA      | $163.25       | 0.00%             | 2025-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11753796.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7155 | PA      | $7475.14      | 0.00%             | 2027-02-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7528460.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1725 | PA      | $1666.43      | 0.00%             | 2025-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6050979.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2052 | PA      | $0.00         | 0.00%             | 2034-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1705774.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3319 | PA      | $3254.79      | 0.00%             | 2026-09-13      | Fixed         | 24.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6609951.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1080 | PA      | $291.85       | 0.00%             | 2034-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4885937.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2665 | PA      | $0.00         | 0.00%             | 2033-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8087673.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6892 | PA      | $6854.82      | 0.00%             | 2026-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-08684302.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11375 | PA      | $11491.12     | 0.00%             | 2026-07-08      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                            | Duke Energy Ohio, Inc.                                                                            | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1321688.12   | 0.04%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-08924285.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5699 | PA      | $5774.01      | 0.00%             | 2026-05-31      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991299503.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       282 | PA      | $175.18       | 0.00%             | 2027-08-27      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132E0Q62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2053-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                       | Crescent Energy Finance LLC                                                                       | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221495.58    | 0.01%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1612948.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4267 | PA      | $4212.37      | 0.00%             | 2026-08-23      | Fixed         | 30.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1990513.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3285 | PA      | $3230.27      | 0.00%             | 2027-04-08      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7003650.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2995 | PA      | $50.38        | 0.00%             | 2035-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| HomeServe USA Corp.                                                               | HomeServe USA Corp., First Lien, Amendment No. 1 Refinancing CME Term Loan                        | CUSIP: 43761EAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    497487 | PA      | $496087.01    | 0.02%             | 2030-10-21      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                           | Quikrete Holdings, Inc.                                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301944.28    | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                   | CSAIL Commercial Mortgage Trust, Series 2015-C3, Class A4                                         | CUSIP: 12635FAT1<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |   1738802 | PA      | $1732090.27   | 0.06%             | 2048-08-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7730655.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       841 | PA      | $310.05       | 0.00%             | 2025-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991421184.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       131 | PA      | $108.07       | 0.00%             | 2026-01-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7991599.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11262 | PA      | $11024.16     | 0.00%             | 2026-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5119496.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4666 | PA      | $0.00         | 0.00%             | 2033-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7947433.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5493 | PA      | $5419.65      | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7732429.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       838 | PA      | $25.69        | 0.00%             | 2025-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                        | AAdvantage Loyalty IP Ltd., First Lien, CME Term Loan                                             | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84824 | PA      | $83214.75     | 0.00%             | 2028-04-20      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5921812.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1536 | PA      | $0.00         | 0.00%             | 2034-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6910971.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21142 | PA      | $369.77       | 0.00%             | 2035-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4839366.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11177 | PA      | $0.00         | 0.00%             | 2033-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7963850.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       504 | PA      | $405.80       | 0.00%             | 2026-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991124779.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $73.53        | 0.00%             | 2025-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6756917.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5761 | PA      | $63.64        | 0.00%             | 2034-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2211103.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5408 | PA      | $5285.05      | 0.00%             | 2026-12-10      | Fixed         | 13.86%                | No            |                  3 | On Loan: No      |
| DexKo Global, Inc.                                                                | DexKo Global, Inc., First Lien, Closing Date Dollar CME Term Loan                                 | CUSIP: 25213YAU9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    793895 | PA      | $735047.96    | 0.02%             | 2028-10-04      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| Kenan Advantage Group, Inc.                                                       | Kenan Advantage Group, Inc. (The), First Lien, U.S. CME Term Loan, B4                             | CUSIP: 48853UBQ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     92735 | PA      | $91228.53     | 0.00%             | 2029-01-25      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5689054.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       354 | PA      | $0.22         | 0.00%             | 2034-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2221612.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5429 | PA      | $5308.54      | 0.00%             | 2026-12-10      | Fixed         | 20.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8188290.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1072 | PA      | $1054.11      | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1877226.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4845 | PA      | $4757.15      | 0.00%             | 2026-10-19      | Fixed         | 19.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1878336.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       241 | PA      | $237.76       | 0.00%             | 2026-10-19      | Fixed         | 11.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5672062.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       957 | PA      | $0.00         | 0.00%             | 2034-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 173400785.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2174 | PA      | $2166.16      | 0.00%             | 2025-12-31      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1619947.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       431 | PA      | $425.43       | 0.00%             | 2026-08-25      | Fixed         | 22.69%                | No            |                  3 | On Loan: No      |
| Cloudera, Inc.                                                                    | Cloudera, Inc., First Lien, Initial CME Term Loan                                                 | CUSIP: 74339VAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1243573 | PA      | $1227257.58   | 0.04%             | 2028-10-09      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7549195.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       187 | PA      | $137.83       | 0.00%             | 2025-08-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6923831.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1021 | PA      | $21.09        | 0.00%             | 2035-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1996092.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2153 | PA      | $2116.91      | 0.00%             | 2027-04-08      | Fixed         | 29.72%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991139016.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-11-19      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8060184.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21525 | PA      | $20156.29     | 0.00%             | 2026-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7274149.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3064 | PA      | $2015.93      | 0.00%             | 2025-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991163966.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6192461.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1203 | PA      | $54.11        | 0.00%             | 2034-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Bonds                                                                               | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16500000 | PA      | $12656337.87  | 0.41%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09242266.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15130 | PA      | $15711.92     | 0.00%             | 2026-08-15      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5118308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6298 | PA      | $0.37         | 0.00%             | 2033-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7963889.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       285 | PA      | $280.95       | 0.00%             | 2026-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1995006.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4898 | PA      | $4787.13      | 0.00%             | 2026-11-08      | Fixed         | 10.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8000806.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27954 | PA      | $27245.08     | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5733912.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14207 | PA      | $0.69         | 0.00%             | 2034-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1618792.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1423 | PA      | $1404.15      | 0.00%             | 2026-08-25      | Fixed         | 25.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4640261.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       549 | PA      | $0.02         | 0.00%             | 2033-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1651418.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       761 | PA      | $755.42       | 0.00%             | 2026-11-05      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1614066.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2267 | PA      | $2240.01      | 0.00%             | 2026-08-24      | Fixed         | 29.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8192362.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1114 | PA      | $1086.71      | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183888494.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4344 | PA      | $4300.58      | 0.00%             | 2027-01-06      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1705287.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4238 | PA      | $4183.73      | 0.00%             | 2026-09-13      | Fixed         | 16.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7746103.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3356 | PA      | $3322.85      | 0.00%             | 2025-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5892501.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       760 | PA      | $0.00         | 0.00%             | 2034-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6245712.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5446 | PA      | $2.07         | 0.00%             | 2034-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Kinetik Holdings LP                                                               | Kinetik Holdings LP                                                                               | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4032656.00   | 0.13%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183633965.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2852 | PA      | $2968.90      | 0.00%             | 2026-11-30      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1706178.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1401 | PA      | $1373.97      | 0.00%             | 2026-09-13      | Fixed         | 22.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8168309.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6208 | PA      | $4225.79      | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ZoomInfo LLC                                                                      | ZoomInfo LLC, First Lien, CME Term Loan                                                           | CUSIP: 25471YAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1144221 | PA      | $1120386.98   | 0.04%             | 2030-02-28      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp.                                                             | Reworld Holding Corp., First Lien, CME Term Loan, C                                               | CUSIP: 22282GAN7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     38344 | PA      | $38240.19     | 0.00%             | 2028-11-30      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                            | Boardwalk Pipelines LP                                                                            | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   6275000 | PA      | $5716382.62   | 0.19%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1989785.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6151 | PA      | $3428.41      | 0.00%             | 2026-11-08      | Fixed         | 23.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8009056.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8836 | PA      | $4398.58      | 0.00%             | 2026-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8126705.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1045 | PA      | $778.78       | 0.00%             | 2026-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4863471.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7932 | PA      | $0.32         | 0.00%             | 2033-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31414TCN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102359 | PA      | $106876.04    | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5099132.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37393 | PA      | $0.00         | 0.00%             | 2033-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Exelon Corp.                                                                      | Exelon Corp.                                                                                      | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   8400000 | PA      | $8182073.76   | 0.27%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-12151284.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9087 | PA      | $9563.81      | 0.00%             | 2027-01-27      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5777849.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3303 | PA      | $0.23         | 0.00%             | 2034-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31407FN97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65501 | PA      | $66766.14     | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5025999.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4449 | PA      | $0.20         | 0.00%             | 2033-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2071590.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3570 | PA      | $2258.53      | 0.00%             | 2027-04-18      | Fixed         | 16.75%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10195837.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6135 | PA      | $6207.25      | 0.00%             | 2026-10-02      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8081059.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1570 | PA      | $1439.88      | 0.00%             | 2026-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7387904.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       401 | PA      | $288.46       | 0.00%             | 2025-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8095652.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3874 | PA      | $3827.52      | 0.00%             | 2026-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Octagon Investment Partners 35 Ltd.                                               | Octagon Investment Partners 35 Ltd., Series 2018-1A, Class A1B                                    | CUSIP: 67591TAC4<br>LEI: 549300EBYXJ9QVMC7X31 | Long             | ABS-CBDO         | CORP              | KY        |   3325000 | PA      | $3320821.01   | 0.11%             | 2031-01-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8119063.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2785 | PA      | $2737.87      | 0.00%             | 2026-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8152413.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7326 | PA      | $244.37       | 0.00%             | 2026-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09352425.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8902 | PA      | $9006.57      | 0.00%             | 2026-05-28      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991115106.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.27         | 0.00%             | 2030-02-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7027836.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       364 | PA      | $244.73       | 0.00%             | 2035-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184051343.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8979 | PA      | $9198.29      | 0.00%             | 2026-12-13      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991180960.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $1.24         | 0.00%             | 2029-11-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10567121.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3088 | PA      | $3110.24      | 0.00%             | 2025-10-20      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8085774.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13502 | PA      | $12793.51     | 0.00%             | 2026-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8155181.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1935 | PA      | $1909.75      | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7320392.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5609 | PA      | $179.51       | 0.00%             | 2025-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7400721.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3142 | PA      | $1456.37      | 0.00%             | 2025-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5856506.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1492 | PA      | $0.00         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31389YAA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       167 | PA      | $172.05       | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Varsity Brands, Inc.                                                              | Varsity Brands, Inc., First Lien, CME Term Loan, B                                                | CUSIP: 92227QAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $492657.50    | 0.02%             | 2031-08-26      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11128695.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3176 | PA      | $3223.56      | 0.00%             | 2027-01-08      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6450208.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2651 | PA      | $11.88        | 0.00%             | 2034-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991216328.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       111 | PA      | $92.30        | 0.00%             | 2030-03-27      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| CIFC Funding Ltd.                                                                 | CIFC Funding Ltd., Series 2022-2A, Class A1R                                                      | CUSIP: 12567MAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  23690000 | PA      | $23511596.35  | 0.77%             | 2035-04-19      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1992632.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2012 | PA      | $1965.59      | 0.00%             | 2026-11-08      | Fixed         | 10.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8217075.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       981 | PA      | $966.11       | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 171045369.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1395 | PA      | $1391.09      | 0.00%             | 2025-10-07      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7955356.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2205 | PA      | $2180.86      | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6270813.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1115 | PA      | $1.10         | 0.00%             | 2034-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182923608.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2445 | PA      | $0.00         | 0.00%             | 2034-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7113005.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6711 | PA      | $53.84        | 0.00%             | 2035-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7970133.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       953 | PA      | $943.00       | 0.00%             | 2026-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1880709.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2867 | PA      | $2834.73      | 0.00%             | 2026-10-19      | Fixed         | 20.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5916186.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3408 | PA      | $0.22         | 0.00%             | 2034-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5872195.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11306 | PA      | $0.00         | 0.00%             | 2034-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4641063.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       710 | PA      | $0.06         | 0.00%             | 2033-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11332983.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6801 | PA      | $7014.49      | 0.00%             | 2027-01-04      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5844917.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2860 | PA      | $0.18         | 0.00%             | 2034-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7900540.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2015 | PA      | $1959.94      | 0.00%             | 2025-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7912783.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7817 | PA      | $7702.21      | 0.00%             | 2025-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities Corp.                              | Credit Suisse First Boston Mortgage Securities Corp., Series 2004-6, Class 3A1                    | CUSIP: 2254W0HE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73247 | PA      | $41792.57     | 0.00%             | 2038-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991226691.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $163.52       | 0.00%             | 2027-03-06      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09045278.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3561 | PA      | $3601.53      | 0.00%             | 2026-06-14      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31405G5R7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       604 | PA      | $607.63       | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991177091.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $13.73        | 0.00%             | 2030-02-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7456604.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       760 | PA      | $588.04       | 0.00%             | 2025-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5784888.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       838 | PA      | $0.00         | 0.00%             | 2034-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8213965.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1914 | PA      | $1864.80      | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5892907.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2548 | PA      | $0.11         | 0.00%             | 2034-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182954228.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10794 | PA      | $10740.89     | 0.00%             | 2026-11-18      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7427050.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20152 | PA      | $429.59       | 0.00%             | 2025-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5515632.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       876 | PA      | $0.00         | 0.00%             | 2033-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bally's Corp.                                                                     | Bally's Corp., First Lien, CME Term Loan, B                                                       | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |    748750 | PA      | $650787.38    | 0.02%             | 2028-10-02      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6281173.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       574 | PA      | $0.78         | 0.00%             | 2034-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4581962.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1755 | PA      | $0.00         | 0.00%             | 2033-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6278505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       508 | PA      | $15.04        | 0.00%             | 2034-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183415342.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13336 | PA      | $13236.12     | 0.00%             | 2026-12-07      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31413FGN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    233081 | PA      | $244063.24    | 0.01%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09708653.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3171 | PA      | $3187.71      | 0.00%             | 2025-10-01      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09717698.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6936 | PA      | $7001.32      | 0.00%             | 2026-07-03      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7643182.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       242 | PA      | $233.22       | 0.00%             | 2025-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7371001.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1240 | PA      | $425.38       | 0.00%             | 2025-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6035360.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1397 | PA      | $0.00         | 0.00%             | 2034-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1613769.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1754 | PA      | $1728.08      | 0.00%             | 2026-08-24      | Fixed         | 16.69%                | No            |                  3 | On Loan: No      |
| McAfee Corp.                                                                      | McAfee Corp.                                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $5621342.55   | 0.18%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10714394.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10991 | PA      | $11136.49     | 0.00%             | 2026-11-15      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6865584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15464 | PA      | $1787.47      | 0.00%             | 2035-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7764659.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8810 | PA      | $5658.65      | 0.00%             | 2025-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184427346.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15063 | PA      | $0.00         | 0.00%             | 2026-12-23      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8086796.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16018 | PA      | $15800.83     | 0.00%             | 2026-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4861917.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3378 | PA      | $0.79         | 0.00%             | 2033-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1991256.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11927 | PA      | $2807.91      | 0.00%             | 2027-04-22      | Fixed         | 25.07%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184248806.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12364 | PA      | $12331.73     | 0.00%             | 2026-12-17      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184056742.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7374 | PA      | $0.00         | 0.00%             | 2026-12-13      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6800307.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1066 | PA      | $15.14        | 0.00%             | 2034-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8055982.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1005 | PA      | $712.67       | 0.00%             | 2026-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1876404.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       879 | PA      | $864.37       | 0.00%             | 2026-10-19      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Commonwealth Edison Co.                                                           | Commonwealth Edison Co.                                                                           | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    700000 | PA      | $769535.75    | 0.03%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8051835.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1631 | PA      | $1495.97      | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183274263.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9720 | PA      | $7820.14      | 0.00%             | 2027-07-01      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2222012.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1605 | PA      | $1569.83      | 0.00%             | 2026-12-10      | Fixed         | 21.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4713712.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       105 | PA      | $0.00         | 0.00%             | 2033-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Guggenheim Partners Investment Management Holdings LLC                            | Guggenheim Partners Investment Management Holdings LLC, First Lien, CME Term Loan, B              | CUSIP: 36173YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    176722 | PA      | $176795.80    | 0.01%             | 2031-11-26      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWPQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2040000 | PA      | $1952005.58   | 0.06%             | 2055-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                                | VICI Properties LP                                                                                | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8912135.25   | 0.29%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                                    | Tapestry, Inc.                                                                                    | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |   2245000 | PA      | $2187556.89   | 0.07%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5977823.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       855 | PA      | $0.04         | 0.00%             | 2034-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183359968.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9094 | PA      | $9078.55      | 0.00%             | 2026-11-30      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182921002.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6108 | PA      | $6268.43      | 0.00%             | 2026-11-15      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4622664.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3107 | PA      | $0.14         | 0.00%             | 2033-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6562473.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15241 | PA      | $33.81        | 0.00%             | 2034-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8115296.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2433 | PA      | $603.20       | 0.00%             | 2026-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183576479.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10484 | PA      | $10446.50     | 0.00%             | 2026-12-09      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10746117.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3164 | PA      | $3188.78      | 0.00%             | 2025-12-26      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1995398.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1190 | PA      | $1164.79      | 0.00%             | 2026-11-08      | Fixed         | 25.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7146587.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3110 | PA      | $1782.88      | 0.00%             | 2035-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Constellation Energy Generation LLC                                               | Constellation Energy Generation LLC                                                               | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4147705.56   | 0.14%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                    | Jefferson Capital Holdings LLC                                                                    | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3357398.40   | 0.11%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| First Student Bidco, Inc.                                                         | First Student Bidco, Inc., First Lien, CME Term Loan, B                                           | CUSIP: 33718FAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    410324 | PA      | $409138.24    | 0.01%             | 2028-07-21      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8105964.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       131 | PA      | $128.69       | 0.00%             | 2026-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Arthur J Gallagher & Co.                                                          | Arthur J Gallagher & Co.                                                                          | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2637830.79   | 0.09%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                      | GS Mortgage Securities Trust, Series 2016-GS2, Class A4                                           | CUSIP: 36252TAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1352000 | PA      | $1328745.87   | 0.04%             | 2049-05-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                             | NextEra Energy Capital Holdings, Inc.                                                             | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $7700332.41   | 0.25%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6771935.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6622 | PA      | $83.33        | 0.00%             | 2034-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1989940.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1087 | PA      | $1062.33      | 0.00%             | 2026-11-08      | Fixed         | 12.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7919766.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2692 | PA      | $2573.39      | 0.00%             | 2025-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184249796.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6864 | PA      | $6860.34      | 0.00%             | 2026-12-28      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1680709.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7857 | PA      | $7793.33      | 0.00%             | 2026-12-17      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5440393.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       513 | PA      | $0.01         | 0.00%             | 2033-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7855213.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4354 | PA      | $2658.06      | 0.00%             | 2025-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5048228.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       273 | PA      | $0.06         | 0.00%             | 2033-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5318154.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1339 | PA      | $0.08         | 0.00%             | 2033-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183473491.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4471 | PA      | $3668.57      | 0.00%             | 2034-11-23      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8211578.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31734 | PA      | $30972.23     | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7667933.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34644 | PA      | $335.46       | 0.00%             | 2025-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991230587.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.11         | 0.00%             | 2030-02-28      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Primo Brands Corp.                                                                | Primo Brands Corp., First Lien, 2025 Refinancing CME Term Loan                                    | CUSIP: 89678QAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    548474 | PA      | $544977.57    | 0.02%             | 2028-03-31      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1880563.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1183 | PA      | $1162.86      | 0.00%             | 2026-10-19      | Fixed         | 24.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1991474.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2722 | PA      | $2663.18      | 0.00%             | 2026-11-08      | Fixed         | 24.66%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11333109.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8250 | PA      | $8416.99      | 0.00%             | 2027-01-03      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1591289.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1350 | PA      | $1331.77      | 0.00%             | 2026-08-24      | Fixed         | 25.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8166667.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9110 | PA      | $8865.46      | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Delta Air Lines, Inc. / SkyMiles IP Ltd.                                          | Delta Air Lines, Inc. / SkyMiles IP Ltd.                                                          | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6462200.49   | 0.21%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2216039.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2574 | PA      | $186.71       | 0.00%             | 2026-12-09      | Fixed         | 16.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8093954.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1827 | PA      | $1792.31      | 0.00%             | 2026-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Pass-Thru Trust III                                                       | Prosper Pass-Thru Trust III, Series 2020-PT1, Class A                                             | CUSIP: 74360NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14385 | PA      | $8267.60      | 0.00%             | 2026-03-15      | Variable      | 8.80%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2219847.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2909 | PA      | $2852.56      | 0.00%             | 2026-12-10      | Fixed         | 28.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1705464.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3280 | PA      | $3222.05      | 0.00%             | 2026-09-13      | Fixed         | 28.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7957594.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       364 | PA      | $203.28       | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1706443.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1248 | PA      | $1223.36      | 0.00%             | 2026-09-13      | Fixed         | 23.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5656317.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3805 | PA      | $0.28         | 0.00%             | 2034-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8032394.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1145 | PA      | $827.41       | 0.00%             | 2026-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7969990.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2061 | PA      | $1240.59      | 0.00%             | 2026-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DPQE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13946951 | PA      | $12608228.41  | 0.41%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7493445.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3134 | PA      | $2190.23      | 0.00%             | 2025-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5843566.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5389 | PA      | $0.00         | 0.00%             | 2034-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1616271.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3963 | PA      | $3947.57      | 0.00%             | 2026-08-17      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| N/A                                                                               | U.S. Treasury 10 Year Ultra Notes                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -630 | NC      | $-580259.63   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1879783.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1533 | PA      | $1069.62      | 0.00%             | 2026-10-19      | Fixed         | 25.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1611961.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2076 | PA      | $2044.53      | 0.00%             | 2026-08-23      | Fixed         | 21.45%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10688392.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10915 | PA      | $11420.42     | 0.00%             | 2026-11-15      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2219378.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5961 | PA      | $5843.74      | 0.00%             | 2026-12-10      | Fixed         | 27.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1619065.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8843 | PA      | $8758.61      | 0.00%             | 2026-08-25      | Fixed         | 16.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5026387.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1641 | PA      | $0.08         | 0.00%             | 2033-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                 | Venture Global Calcasieu Pass LLC                                                                 | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $458510.05    | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7943315.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       911 | PA      | $905.74       | 0.00%             | 2025-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09335187.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       313 | PA      | $314.25       | 0.00%             | 2035-05-20      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31371ND44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18183 | PA      | $18940.59     | 0.00%             | 2037-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-12229052.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4887 | PA      | $5064.79      | 0.00%             | 2026-01-26      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31410YXV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1979 | PA      | $2016.80      | 0.00%             | 2036-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8095298.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8076 | PA      | $7859.33      | 0.00%             | 2026-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6725887.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       167 | PA      | $1.94         | 0.00%             | 2034-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7972442.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1331 | PA      | $1320.78      | 0.00%             | 2026-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991253923.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $6.40         | 0.00%             | 2025-06-16      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1704990.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       502 | PA      | $493.50       | 0.00%             | 2026-09-13      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7086293.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3474 | PA      | $1759.39      | 0.00%             | 2035-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1990886.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3759 | PA      | $3703.41      | 0.00%             | 2027-04-08      | Fixed         | 17.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5743692.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2366 | PA      | $0.31         | 0.00%             | 2034-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183844253.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19423 | PA      | $0.00         | 0.00%             | 2027-06-20      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7572337.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       746 | PA      | $597.91       | 0.00%             | 2025-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4868143.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4894 | PA      | $0.00         | 0.00%             | 2033-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                             | Clydesdale Acquisition Holdings, Inc., First Lien, 2025 Incremental Delayed Draw CME Term Loan, B | CUSIP: 18972FAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       305 | PA      | $302.61       | 0.00%             | 2032-04-01      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11753813.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6147 | PA      | $6245.46      | 0.00%             | 2027-02-09      | Fixed         | 9.24%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5204516.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12116 | PA      | $0.04         | 0.00%             | 2033-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7683706.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3379 | PA      | $2878.87      | 0.00%             | 2025-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7365827.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6875 | PA      | $191.23       | 0.00%             | 2025-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7774447.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       439 | PA      | $427.58       | 0.00%             | 2025-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2072823.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       972 | PA      | $952.70       | 0.00%             | 2026-11-18      | Fixed         | 15.21%                | No            |                  3 | On Loan: No      |
| JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                    | JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                                    | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   6500000 | PA      | $6639515.09   | 0.22%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                      | Verizon Communications, Inc.                                                                      | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6557037.70   | 0.21%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183794746.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16090 | PA      | $0.00         | 0.00%             | 2026-12-31      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Provident Funding Associates LLP                                                  | Provident Funding Associates LLP, Series 2021-J1, Class A3                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |   2014702 | PA      | $1790997.04   | 0.06%             | 2049-02-20      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7416118.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       861 | PA      | $20.01        | 0.00%             | 2025-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31406XQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9629 | PA      | $9887.55      | 0.00%             | 2035-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31410X2W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3695 | PA      | $3807.05      | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare LLC                                                            | Aveanna Healthcare LLC, First Lien, 2021 Extended CME Term Loan                                   | CUSIP: 05549DAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.08         | 0.00%             | 2028-07-17      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1996342.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3312 | PA      | $3244.25      | 0.00%             | 2026-11-08      | Fixed         | 28.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7618915.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1125 | PA      | $1064.13      | 0.00%             | 2025-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1654327.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3595 | PA      | $3715.72      | 0.00%             | 2026-11-05      | Fixed         | 22.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5960372.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       215 | PA      | $0.02         | 0.00%             | 2034-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7918327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6443 | PA      | $4590.88      | 0.00%             | 2025-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7360805.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2006 | PA      | $30.60        | 0.00%             | 2025-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09794319.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9107 | PA      | $9251.99      | 0.00%             | 2026-08-24      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1652894.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3379 | PA      | $3353.04      | 0.00%             | 2026-11-09      | Fixed         | 12.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7339440.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1895 | PA      | $32.80        | 0.00%             | 2025-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7959379.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2038 | PA      | $1245.02      | 0.00%             | 2026-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8162101.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1655 | PA      | $1627.71      | 0.00%             | 2026-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7566502.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3424 | PA      | $1409.68      | 0.00%             | 2025-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5095170.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2536 | PA      | $0.00         | 0.00%             | 2033-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8025027.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       232 | PA      | $229.89       | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7263448.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       204 | PA      | $134.61       | 0.00%             | 2035-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8212239.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       405 | PA      | $355.40       | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Madison Park Funding XLV Ltd.                                                     | Madison Park Funding XLV Ltd., Series 2020-45A, Class ARR                                         | CUSIP: 55820BAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11500000 | PA      | $11438912.03  | 0.37%             | 2034-07-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4935527.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1418 | PA      | $0.19         | 0.00%             | 2033-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184149278.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3885 | PA      | $0.00         | 0.00%             | 2035-01-28      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6554014.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       910 | PA      | $1.75         | 0.00%             | 2034-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7907520.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28801 | PA      | $26405.44     | 0.00%             | 2025-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7926943.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3754 | PA      | $1595.84      | 0.00%             | 2025-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CCI Buyer, Inc.                                                                   | CCI Buyer, Inc., First Lien, Initial CME Term Loan                                                | CUSIP: 12510EAC1<br>LEI: 254900TMV7DAFRQALU04 | Long             | LON              | CORP              | US        |    534973 | PA      | $535855.91    | 0.02%             | 2027-12-17      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182954964.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9149 | PA      | $9292.42      | 0.00%             | 2026-11-24      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5113482.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1262 | PA      | $0.00         | 0.00%             | 2033-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2220037.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1391 | PA      | $1371.79      | 0.00%             | 2026-12-10      | Fixed         | 17.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8162222.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       951 | PA      | $946.52       | 0.00%             | 2026-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4848662.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5372 | PA      | $0.13         | 0.00%             | 2033-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4863326.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3221 | PA      | $0.62         | 0.00%             | 2033-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6502565.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       336 | PA      | $0.83         | 0.00%             | 2034-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183409505.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12047 | PA      | $12029.79     | 0.00%             | 2026-11-19      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 15 Year                                                                               | CUSIP: 3132D6BE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.01         | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10233694.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6796 | PA      | $7027.43      | 0.00%             | 2026-08-21      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6970003.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1387 | PA      | $753.06       | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6108715.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       138 | PA      | $0.05         | 0.00%             | 2034-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Beacon Roofing Supply, Inc.                                                       | Beacon Roofing Supply, Inc.                                                                       | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    850000 | PA      | $854323.48    | 0.03%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991249712.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1956 | PA      | $2038.54      | 0.00%             | 2027-03-06      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7683322.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       855 | PA      | $817.47       | 0.00%             | 2025-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6967472.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16292 | PA      | $259.07       | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6016649.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       380 | PA      | $0.02         | 0.00%             | 2034-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8051996.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4965 | PA      | $80.84        | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1877716.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1892 | PA      | $1865.13      | 0.00%             | 2026-10-19      | Fixed         | 31.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991085469.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $2.58         | 0.00%             | 2029-11-17      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183193272.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2115 | PA      | $2120.32      | 0.00%             | 2026-11-27      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                                 | Cornerstone Building Brands, Inc., First Lien, CME Term Loan, C                                   | CUSIP: 72431HAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    746250 | PA      | $618103.95    | 0.02%             | 2031-05-15      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11304024.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5760 | PA      | $5939.02      | 0.00%             | 2026-11-15      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1994376.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       935 | PA      | $66.05        | 0.00%             | 2026-11-08      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184272023.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       663 | PA      | $665.03       | 0.00%             | 2034-12-23      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183368090.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4638 | PA      | $4701.33      | 0.00%             | 2026-11-18      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1878027.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3795 | PA      | $3751.15      | 0.00%             | 2026-10-19      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5318776.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15271 | PA      | $0.00         | 0.00%             | 2033-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7298390.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       832 | PA      | $56.68        | 0.00%             | 2025-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2222054.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3991 | PA      | $3914.60      | 0.00%             | 2026-12-10      | Fixed         | 29.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5958081.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1192 | PA      | $0.00         | 0.00%             | 2034-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Snap, Inc.                                                                        | Snap, Inc.                                                                                        | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399832.16    | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10389562.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7327 | PA      | $7510.55      | 0.00%             | 2026-09-05      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7120797.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20220 | PA      | $514.02       | 0.00%             | 2035-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Citadel Securities LP                                                             | Citadel Securities LP, First Lien, 2024 CME Term Loan                                             | CUSIP: 17288YAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    514926 | PA      | $514835.51    | 0.02%             | 2031-10-31      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7919706.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       340 | PA      | $330.10       | 0.00%             | 2025-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8097636.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3257 | PA      | $3224.10      | 0.00%             | 2026-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1877751.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1852 | PA      | $1294.44      | 0.00%             | 2026-10-19      | Fixed         | 26.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6205648.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1955 | PA      | $0.66         | 0.00%             | 2034-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7063450.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18881 | PA      | $11474.32     | 0.00%             | 2035-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09354577.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       851 | PA      | $853.65       | 0.00%             | 2025-09-11      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Phoenix Guarantor, Inc.                                                           | Phoenix Guarantor, Inc., First Lien, CME Term Loan, B5                                            | CUSIP: 71913BAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    248127 | PA      | $246799.09    | 0.01%             | 2031-02-21      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                      | DaVita, Inc., First Lien, Extended CME Term Loan, B1                                              | CUSIP: 23918VBB9<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | LON              | CORP              | US        |    537300 | PA      | $535086.32    | 0.02%             | 2031-04-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5240240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3565 | PA      | $0.00         | 0.00%             | 2033-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7857315.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5239 | PA      | $1569.34      | 0.00%             | 2025-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7766291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       358 | PA      | $127.88       | 0.00%             | 2025-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| OBX Trust                                                                         | OBX Trust, Series 2024-NQM2, Class A1                                                             | CUSIP: 67118HAA8<br>LEI: 254900OHTVKDKZL33I54 | Long             | ABS-MBS          | CORP              | US        |   1627941 | PA      | $1634420.46   | 0.05%             | 2063-12-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7957554.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1549 | PA      | $650.05       | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5154671.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       674 | PA      | $0.05         | 0.00%             | 2033-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2070082.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7219 | PA      | $7033.37      | 0.00%             | 2026-11-18      | Fixed         | 8.09%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31409CE76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    339063 | PA      | $355055.81    | 0.01%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Priority Holdings LLC                                                             | Priority Holdings LLC, First Lien, Initial CME Term Loan                                          | CUSIP: 74275TAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    396359 | PA      | $396359.39    | 0.01%             | 2031-05-16      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991217054.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7453402.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3989 | PA      | $277.22       | 0.00%             | 2025-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1617924.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3271 | PA      | $3228.11      | 0.00%             | 2026-08-24      | Fixed         | 27.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5081394.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9547 | PA      | $0.00         | 0.00%             | 2033-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6909059.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3599 | PA      | $57.86        | 0.00%             | 2035-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7913516.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16653 | PA      | $16072.81     | 0.00%             | 2025-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2220336.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2094 | PA      | $555.92       | 0.00%             | 2026-12-10      | Fixed         | 11.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2216190.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2007 | PA      | $1961.27      | 0.00%             | 2026-12-09      | Fixed         | 12.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6678246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       188 | PA      | $1.18         | 0.00%             | 2034-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2220670.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1185 | PA      | $1159.93      | 0.00%             | 2026-12-10      | Fixed         | 23.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8203904.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1821 | PA      | $1742.56      | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7580308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       358 | PA      | $329.84       | 0.00%             | 2025-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                             | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128MJJJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74667 | PA      | $78290.31     | 0.00%             | 2038-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1881182.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2312 | PA      | $2287.18      | 0.00%             | 2026-10-19      | Fixed         | 21.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8188369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16700 | PA      | $14446.33     | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2075122.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1648 | PA      | $1629.21      | 0.00%             | 2026-11-18      | Fixed         | 17.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7668773.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1217 | PA      | $27.11        | 0.00%             | 2025-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DNQ30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1023170 | PA      | $888868.12    | 0.03%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7924505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2823 | PA      | $278.30       | 0.00%             | 2025-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| THL Credit Wind River CLO Ltd.                                                    | THL Credit Wind River CLO Ltd., Series 2019-3A, Class AR2                                         | CUSIP: 97314JAJ4<br>LEI: 549300QKM4OHZM4I5C40 | Long             | ABS-CBDO         | CORP              | KY        |   2545914 | PA      | $2540383.87   | 0.08%             | 2031-04-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7963288.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1300 | PA      | $1044.81      | 0.00%             | 2026-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8170035.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3377 | PA      | $3339.71      | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4840254.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       488 | PA      | $0.06         | 0.00%             | 2033-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7815632.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4642 | PA      | $4484.81      | 0.00%             | 2025-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6160881.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4729 | PA      | $0.00         | 0.00%             | 2034-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 174267823.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3410 | PA      | $3422.04      | 0.00%             | 2026-02-04      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7338337.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1502 | PA      | $1029.51      | 0.00%             | 2025-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7333634.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       728 | PA      | $470.39       | 0.00%             | 2025-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                              | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  47130000 | PA      | $47119504.62  | 1.54%             | 2055-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7957120.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5546 | PA      | $5454.47      | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1613031.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4675 | PA      | $4596.69      | 0.00%             | 2026-08-23      | Fixed         | 10.95%                | No            |                  3 | On Loan: No      |
| GNMA                                                                              | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179X5G7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         0 | PA      | $0.01         | 0.00%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chromalloy Corp.                                                                  | Chromalloy Corp., First Lien, CME Term Loan                                                       | CUSIP: 17110EAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    804520 | PA      | $793658.55    | 0.03%             | 2031-03-27      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8128121.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5320 | PA      | $1029.32      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4890016.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1471 | PA      | $0.02         | 0.00%             | 2033-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5546767.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9786 | PA      | $0.00         | 0.00%             | 2033-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1996257.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       489 | PA      | $478.77       | 0.00%             | 2026-11-08      | Fixed         | 30.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7853472.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       808 | PA      | $757.01       | 0.00%             | 2025-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1876918.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $3.93         | 0.00%             | 2034-11-01      | Fixed         | 23.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8210573.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11992 | PA      | $11012.08     | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7774779.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1215 | PA      | $1184.97      | 0.00%             | 2025-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Bonds                                                                               | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54335000 | PA      | $26451169.64  | 0.86%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1705300.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       938 | PA      | $920.70       | 0.00%             | 2026-09-13      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1677662.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9626 | PA      | $9822.13      | 0.00%             | 2026-12-23      | Fixed         | 18.25%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182675743.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19365 | PA      | $750.40       | 0.00%             | 2027-04-15      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-12125189.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1678 | PA      | $1704.16      | 0.00%             | 2026-02-25      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8213507.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12046 | PA      | $11324.56     | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1614375.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2909 | PA      | $2865.70      | 0.00%             | 2026-08-24      | Fixed         | 18.88%                | No            |                  3 | On Loan: No      |
| Enel Finance International NV                                                     | Enel Finance International NV                                                                     | CUSIP: 29268BAC5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $3251206.20   | 0.11%             | 2037-09-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6320273.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25170 | PA      | $30.12        | 0.00%             | 2034-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5082286.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2381 | PA      | $0.12         | 0.00%             | 2033-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10229284.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7233 | PA      | $1529.71      | 0.00%             | 2026-10-04      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7778593.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       705 | PA      | $511.14       | 0.00%             | 2025-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5515935.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       947 | PA      | $0.00         | 0.00%             | 2033-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4624391.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3087 | PA      | $0.00         | 0.00%             | 2033-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7510461.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2142 | PA      | $1510.58      | 0.00%             | 2025-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8091746.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6268 | PA      | $5403.47      | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7391709.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6554 | PA      | $2671.10      | 0.00%             | 2025-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7821263.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       387 | PA      | $374.55       | 0.00%             | 2025-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7534222.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3893 | PA      | $583.77       | 0.00%             | 2025-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7563048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       192 | PA      | $135.09       | 0.00%             | 2025-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182239660.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6142 | PA      | $6212.95      | 0.00%             | 2026-10-16      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31407YGF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54229 | PA      | $56182.16     | 0.00%             | 2035-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1706467.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       515 | PA      | $508.59       | 0.00%             | 2026-09-13      | Fixed         | 24.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8066872.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5922 | PA      | $5799.88      | 0.00%             | 2026-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184012121.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7784 | PA      | $7750.61      | 0.00%             | 2026-12-10      | Fixed         | 13.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7712570.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3124 | PA      | $3100.31      | 0.00%             | 2025-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8195481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12541 | PA      | $6051.56      | 0.00%             | 2026-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6318980.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1562 | PA      | $1.54         | 0.00%             | 2034-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6140505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3963 | PA      | $0.00         | 0.00%             | 2034-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5165031.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       522 | PA      | $0.00         | 0.00%             | 2033-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8210054.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7309 | PA      | $7125.41      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8055695.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5118 | PA      | $4861.45      | 0.00%             | 2026-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7785778.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1553 | PA      | $1335.11      | 0.00%             | 2025-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Flutter Financing BV                                                              | Flutter Financing BV, First Lien, 2024 Refinancing CME Term Loan, B                               | CUSIP: N3313EAG5<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    534586 | PA      | $527738.42    | 0.02%             | 2030-12-02      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2070829.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       456 | PA      | $448.93       | 0.00%             | 2026-11-18      | Fixed         | 25.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7851642.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       946 | PA      | $831.70       | 0.00%             | 2025-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| M2S Group Intermediate Holdings, Inc.                                             | M2S Group Intermediate Holdings, Inc., First Lien, Initial CME Term Loan                          | CUSIP: 55287CAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    477011 | PA      | $456738.51    | 0.01%             | 2031-08-25      | Variable      | 9.03%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5102220.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2484 | PA      | $0.00         | 0.00%             | 2033-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1994756.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1415 | PA      | $1386.46      | 0.00%             | 2026-11-08      | Fixed         | 28.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7224266.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4521 | PA      | $151.03       | 0.00%             | 2035-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1876513.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2258 | PA      | $359.61       | 0.00%             | 2026-10-19      | Fixed         | 22.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991168137.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        97 | PA      | $84.26        | 0.00%             | 2025-11-21      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7974608.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1216 | PA      | $1209.13      | 0.00%             | 2026-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991197071.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       218 | PA      | $218.98       | 0.00%             | 2029-11-09      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Rain Carbon, Inc.                                                                 | Rain Carbon, Inc.                                                                                 | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6616532.00   | 0.22%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2219505.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10263 | PA      | $10049.80     | 0.00%             | 2026-12-10      | Fixed         | 19.04%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11099818.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4802 | PA      | $4879.17      | 0.00%             | 2026-11-09      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4741690.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       524 | PA      | $0.00         | 0.00%             | 2033-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2215838.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3404 | PA      | $3356.36      | 0.00%             | 2026-12-09      | Fixed         | 16.38%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 15 Year                                                                               | CUSIP: 3132D6BS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3016498 | PA      | $2807023.89   | 0.09%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7945635.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1732 | PA      | $1671.31      | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5248838.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3589 | PA      | $0.00         | 0.00%             | 2033-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5565342.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1550 | PA      | $0.00         | 0.00%             | 2033-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                              | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DPF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1752 | PA      | $1814.66      | 0.00%             | 2031-08-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31417YCC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323276 | PA      | $326426.63    | 0.01%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7844276.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1584 | PA      | $1515.58      | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7756465.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3750 | PA      | $3540.17      | 0.00%             | 2025-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1614723.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5806 | PA      | $5722.51      | 0.00%             | 2026-08-24      | Fixed         | 23.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7895575.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4025 | PA      | $3340.27      | 0.00%             | 2025-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991155428.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10246936.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5807 | PA      | $5879.63      | 0.00%             | 2026-08-20      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6709168.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33346 | PA      | $195.69       | 0.00%             | 2034-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7733155.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1876 | PA      | $1458.71      | 0.00%             | 2025-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                     | Upgrade, Inc., 24789598.UG.FTS.B                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       103 | PA      | $103.15       | 0.00%             | 2027-11-27      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5331180.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2904 | PA      | $0.00         | 0.00%             | 2033-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-12266273.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12657 | PA      | $13293.72     | 0.00%             | 2027-01-18      | Fixed         | 23.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184033253.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4453 | PA      | $4598.39      | 0.00%             | 2026-12-23      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7587908.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4635 | PA      | $3612.28      | 0.00%             | 2025-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7542122.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2313 | PA      | $56.14        | 0.00%             | 2025-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7873625.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4994 | PA      | $4791.31      | 0.00%             | 2025-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7951302.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1054 | PA      | $826.79       | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2217920.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2360 | PA      | $171.79       | 0.00%             | 2026-12-09      | Fixed         | 22.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7516707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2908 | PA      | $358.87       | 0.00%             | 2025-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1646336.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8178 | PA      | $8196.69      | 0.00%             | 2026-10-28      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991269502.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-11-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Verizon Communications, Inc.                                                      | Verizon Communications, Inc.                                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $7684924.50   | 0.25%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4881919.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       793 | PA      | $0.00         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5037885.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10799 | PA      | $0.05         | 0.00%             | 2033-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5165513.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       535 | PA      | $0.09         | 0.00%             | 2033-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGI Energy Services LLC                                                           | UGI Energy Services LLC, First Lien, Initial CME Term Loan                                        | CUSIP: 90276DAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    376431 | PA      | $376807.16    | 0.01%             | 2030-02-22      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31412YQC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       701 | PA      | $713.55       | 0.00%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6503327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5314 | PA      | $20.67        | 0.00%             | 2034-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2222466.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5004 | PA      | $4901.99      | 0.00%             | 2026-12-10      | Fixed         | 25.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8013885.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       671 | PA      | $665.95       | 0.00%             | 2026-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5912708.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1135 | PA      | $0.00         | 0.00%             | 2034-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7163775.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       661 | PA      | $328.96       | 0.00%             | 2035-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 3140QTW54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6904150.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27246 | PA      | $3869.12      | 0.00%             | 2035-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2070090.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       743 | PA      | $734.45       | 0.00%             | 2026-11-18      | Fixed         | 18.57%                | No            |                  3 | On Loan: No      |
| Corebridge Financial, Inc.                                                        | Corebridge Financial, Inc.                                                                        | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6249693.48   | 0.20%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184009581.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16749 | PA      | $17201.44     | 0.00%             | 2026-12-25      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| ONEOK, Inc.                                                                       | ONEOK, Inc.                                                                                       | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4879282.25   | 0.16%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184277567.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       177 | PA      | $176.01       | 0.00%             | 2035-04-30      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991131752.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $53.96        | 0.00%             | 2025-10-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183706984.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3088 | PA      | $3093.71      | 0.00%             | 2026-12-16      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7068948.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3321 | PA      | $85.75        | 0.00%             | 2035-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                             | Wells Fargo Commercial Mortgage Trust, Series 2015-C31, Class A4                                  | CUSIP: 94989WAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1635000 | PA      | $1624731.71   | 0.05%             | 2048-11-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3133KNF99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2073994.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2168 | PA      | $2131.06      | 0.00%             | 2026-11-18      | Fixed         | 21.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7956840.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6248 | PA      | $4310.59      | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1616977.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       799 | PA      | $790.32       | 0.00%             | 2026-08-24      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183224681.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6265 | PA      | $6243.00      | 0.00%             | 2026-11-15      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6648200.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3585 | PA      | $31.41        | 0.00%             | 2034-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8208243.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2776 | PA      | $2740.32      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183866022.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6067 | PA      | $0.00         | 0.00%             | 2026-12-28      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8181122.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1176 | PA      | $1159.47      | 0.00%             | 2026-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991098718.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       505 | PA      | $503.42       | 0.00%             | 2027-12-09      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7836965.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26657 | PA      | $17257.83     | 0.00%             | 2025-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| White Cap Supply Holdings LLC                                                     | White Cap Supply Holdings LLC, First Lien, CME Term Loan, C                                       | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    338925 | PA      | $331209.75    | 0.01%             | 2029-10-19      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5899146.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1011 | PA      | $0.00         | 0.00%             | 2034-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8050539.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2011 | PA      | $1991.09      | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Imperial Fund Mortgage Trust                                                      | Imperial Fund Mortgage Trust, Series 2023-NQM1, Class A1                                          | CUSIP: 45290BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2642037 | PA      | $2645625.63   | 0.09%             | 2068-02-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1630456.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5253 | PA      | $5247.15      | 0.00%             | 2026-09-27      | Fixed         | 12.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2073355.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2228 | PA      | $2189.10      | 0.00%             | 2026-11-18      | Fixed         | 23.21%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182761588.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9267 | PA      | $0.00         | 0.00%             | 2026-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Sovos Compliance LLC                                                              | Sovos Compliance LLC, First Lien, Amendment No. 2 Replacement CME Term Loan                       | CUSIP: 84611YAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    455332 | PA      | $454157.30    | 0.01%             | 2029-08-13      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2219211.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3707 | PA      | $1804.37      | 0.00%             | 2027-05-10      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7621281.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2435 | PA      | $1142.86      | 0.00%             | 2025-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                      | Mizuho Financial Group, Inc.                                                                      | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   6000000 | PA      | $6214985.58   | 0.20%             | 2029-07-06      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10463469.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21000 | PA      | $21720.04     | 0.00%             | 2026-10-24      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10293482.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5393 | PA      | $5454.53      | 0.00%             | 2026-08-22      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7799963.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       152 | PA      | $152.27       | 0.00%             | 2025-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6607285.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7638 | PA      | $1854.63      | 0.00%             | 2034-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184443285.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15043 | PA      | $0.00         | 0.00%             | 2034-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7725282.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2551 | PA      | $2269.70      | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1991387.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2087 | PA      | $1104.20      | 0.00%             | 2026-11-08      | Fixed         | 24.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11210666.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3806 | PA      | $3833.67      | 0.00%             | 2025-11-15      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2218508.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3707 | PA      | $3637.20      | 0.00%             | 2027-05-09      | Fixed         | 20.09%                | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31409CVM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81608 | PA      | $84115.59     | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2214210.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2252 | PA      | $2206.12      | 0.00%             | 2026-12-09      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2214435.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12830 | PA      | $1686.60      | 0.00%             | 2027-10-09      | Fixed         | 13.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4980302.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5164 | PA      | $0.71         | 0.00%             | 2033-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2214196.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2862 | PA      | $2801.52      | 0.00%             | 2026-12-10      | Fixed         | 23.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5585193.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1038 | PA      | $0.09         | 0.00%             | 2033-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2220216.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3850 | PA      | $3783.54      | 0.00%             | 2026-12-10      | Fixed         | 9.67%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4592572.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       449 | PA      | $0.12         | 0.00%             | 2033-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5111943.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       851 | PA      | $0.01         | 0.00%             | 2033-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2073859.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1026 | PA      | $1010.63      | 0.00%             | 2026-11-18      | Fixed         | 30.99%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWNR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2170878 | PA      | $1960300.00   | 0.06%             | 2055-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2074593.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       763 | PA      | $750.28       | 0.00%             | 2027-04-18      | Fixed         | 18.90%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                             | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31296MF53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2710 | PA      | $2751.15      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2216952.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6449 | PA      | $6283.74      | 0.00%             | 2026-12-09      | Fixed         | 8.42%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7548215.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17087 | PA      | $2019.06      | 0.00%             | 2025-08-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6990423.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2051 | PA      | $46.55        | 0.00%             | 2035-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6457685.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5692 | PA      | $302.83       | 0.00%             | 2034-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                              | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202EUV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     57247 | PA      | $59874.13     | 0.00%             | 2038-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182329589.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4619 | PA      | $4690.49      | 0.00%             | 2026-12-03      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| TransCanada PipeLines Ltd.                                                        | TransCanada PipeLines Ltd.                                                                        | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   3400000 | PA      | $3374341.70   | 0.11%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5218743.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14574 | PA      | $0.34         | 0.00%             | 2033-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4976894.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2452 | PA      | $0.03         | 0.00%             | 2033-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4866438.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       954 | PA      | $0.02         | 0.00%             | 2033-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183793588.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3044 | PA      | $3027.29      | 0.00%             | 2026-12-10      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1615113.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1159 | PA      | $1142.27      | 0.00%             | 2026-08-24      | Fixed         | 21.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8222713.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2122 | PA      | $1987.33      | 0.00%             | 2026-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5831642.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3872 | PA      | $0.00         | 0.00%             | 2034-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7812843.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1805 | PA      | $1755.05      | 0.00%             | 2025-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4821611.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       702 | PA      | $0.03         | 0.00%             | 2033-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183447683.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8402 | PA      | $8540.67      | 0.00%             | 2026-11-29      | Fixed         | 20.44%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1611388.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6446 | PA      | $6439.26      | 0.00%             | 2026-08-19      | Fixed         | 15.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7974778.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2565 | PA      | $2537.72      | 0.00%             | 2026-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| INEOS US Finance LLC                                                              | INEOS US Finance LLC, First Lien, 2030 Dollar CME Term Loan                                       | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    231310 | PA      | $217084.05    | 0.01%             | 2030-02-18      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991060645.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        19 | PA      | $18.64        | 0.00%             | 2030-02-13      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2217960.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2557 | PA      | $2508.38      | 0.00%             | 2026-12-09      | Fixed         | 30.51%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09302995.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       720 | PA      | $722.27       | 0.00%             | 2025-07-10      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2217932.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11322 | PA      | $819.49       | 0.00%             | 2027-05-09      | Fixed         | 21.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8054622.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       554 | PA      | $550.55       | 0.00%             | 2026-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5502597.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6676 | PA      | $0.02         | 0.00%             | 2033-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2219263.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       341 | PA      | $335.55       | 0.00%             | 2035-05-10      | Fixed         | 25.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5929950.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       475 | PA      | $0.00         | 0.00%             | 2034-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1990332.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7373 | PA      | $3530.22      | 0.00%             | 2027-04-08      | Fixed         | 24.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8155532.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4152 | PA      | $4113.21      | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5134858.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       206 | PA      | $0.00         | 0.00%             | 2033-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5843736.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1275 | PA      | $0.00         | 0.00%             | 2034-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991359359.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       332 | PA      | $342.42       | 0.00%             | 2026-12-14      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991168160.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $42.71        | 0.00%             | 2025-08-16      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184379539.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12692 | PA      | $12405.65     | 0.00%             | 2027-01-02      | Fixed         | 12.19%                | No            |                  3 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                              | Clear Channel Outdoor Holdings, Inc.                                                              | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3605229.07   | 0.12%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6123389.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       404 | PA      | $0.00         | 0.00%             | 2034-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5613593.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       960 | PA      | $0.00         | 0.00%             | 2034-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1611110.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9394 | PA      | $9234.26      | 0.00%             | 2027-02-01      | Fixed         | 20.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7467058.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2526 | PA      | $1967.75      | 0.00%             | 2025-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6610631.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5370 | PA      | $19.31        | 0.00%             | 2034-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7974544.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1369 | PA      | $1332.13      | 0.00%             | 2026-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183000324.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2729 | PA      | $2729.26      | 0.00%             | 2026-11-23      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8077339.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       834 | PA      | $818.39       | 0.00%             | 2026-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                             | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3132FCBN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2100654 | PA      | $2126555.13   | 0.07%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6321367.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       661 | PA      | $1.04         | 0.00%             | 2034-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Howmet Aerospace, Inc.                                                            | Howmet Aerospace, Inc.                                                                            | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2413188.00   | 0.08%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7854663.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       810 | PA      | $757.94       | 0.00%             | 2025-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1694396.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3629 | PA      | $1904.75      | 0.00%             | 2026-09-13      | Fixed         | 11.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7044059.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1281 | PA      | $698.65       | 0.00%             | 2035-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5061477.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5939 | PA      | $0.00         | 0.00%             | 2033-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10683987.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17816 | PA      | $18102.68     | 0.00%             | 2027-03-16      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1659130.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5614 | PA      | $5598.90      | 0.00%             | 2026-11-09      | Fixed         | 15.18%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1672670.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2811 | PA      | $2785.33      | 0.00%             | 2026-12-14      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8163282.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13571 | PA      | $13231.04     | 0.00%             | 2026-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09281875.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7970 | PA      | $8054.35      | 0.00%             | 2026-06-20      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991070597.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8092902.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       839 | PA      | $831.39       | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 173666949.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2401 | PA      | $2417.83      | 0.00%             | 2026-01-25      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                           | LendingClub Corp. - LCX, 165799463.LC.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       437 | PA      | $435.05       | 0.00%             | 2035-04-30      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7649988.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1696 | PA      | $1565.79      | 0.00%             | 2025-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11306747.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6401 | PA      | $6509.84      | 0.00%             | 2026-12-28      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8201077.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1346 | PA      | $1052.38      | 0.00%             | 2026-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7842806.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1706 | PA      | $1513.94      | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1636926.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3956 | PA      | $3949.63      | 0.00%             | 2026-09-24      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Berlin Packaging LLC                                                              | Berlin Packaging LLC, First Lien, 2024-2 Replacement CME Term Loan                                | CUSIP: 08511LBC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    537303 | PA      | $534243.45    | 0.02%             | 2031-06-09      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184109137.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7069 | PA      | $1257.46      | 0.00%             | 2026-12-14      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7847389.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       760 | PA      | $753.31       | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7760734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       756 | PA      | $638.58       | 0.00%             | 2025-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7194348.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3248 | PA      | $76.13        | 0.00%             | 2035-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7598984.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8984 | PA      | $6263.01      | 0.00%             | 2025-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8016641.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5023 | PA      | $4102.68      | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5902039.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4574 | PA      | $0.00         | 0.00%             | 2034-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7813062.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5763 | PA      | $5639.53      | 0.00%             | 2025-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic Services, Inc.                                                           | Republic Services, Inc.                                                                           | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6539495.43   | 0.21%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1995369.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2895 | PA      | $2819.63      | 0.00%             | 2026-11-10      | Fixed         | 8.19%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2075044.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1538 | PA      | $1505.63      | 0.00%             | 2026-11-18      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7096934.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1485 | PA      | $934.96       | 0.00%             | 2035-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8159879.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1819 | PA      | $1707.84      | 0.00%             | 2026-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6756576.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1008 | PA      | $7.91         | 0.00%             | 2034-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-12213871.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10251 | PA      | $10798.48     | 0.00%             | 2027-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1672340.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3819 | PA      | $3800.33      | 0.00%             | 2025-11-14      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7124948.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1034 | PA      | $611.44       | 0.00%             | 2035-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2215396.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2336 | PA      | $39.14        | 0.00%             | 2026-12-09      | Fixed         | 24.34%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1665885.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11899 | PA      | $1618.00      | 0.00%             | 2026-11-27      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1705213.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3676 | PA      | $263.26       | 0.00%             | 2026-09-28      | Fixed         | 29.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8145783.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1532 | PA      | $1453.39      | 0.00%             | 2026-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7743187.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1527 | PA      | $1375.33      | 0.00%             | 2025-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182925976.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4032 | PA      | $3982.12      | 0.00%             | 2027-04-03      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Foundry JV Holdco LLC                                                             | Foundry JV Holdco LLC                                                                             | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   9300000 | PA      | $9625770.72   | 0.31%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6995636.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       300 | PA      | $68.47        | 0.00%             | 2035-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2063418.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1667 | PA      | $1648.09      | 0.00%             | 2026-11-18      | Fixed         | 18.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7805154.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1369 | PA      | $933.34       | 0.00%             | 2025-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183841644.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5819 | PA      | $5789.04      | 0.00%             | 2026-12-14      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6552657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2239 | PA      | $8.69         | 0.00%             | 2034-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Metropolitan Life Global Funding I                                                | Metropolitan Life Global Funding I                                                                | CUSIP: 59217GFD6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3677173.22   | 0.12%             | 2029-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10663520.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13308 | PA      | $13493.49     | 0.00%             | 2026-09-30      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2216465.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       318 | PA      | $313.76       | 0.00%             | 2026-12-09      | Fixed         | 18.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1614841.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1017 | PA      | $1004.47      | 0.00%             | 2026-08-24      | Fixed         | 27.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5918675.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       305 | PA      | $0.05         | 0.00%             | 2034-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1410871.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1387 | PA      | $1360.75      | 0.00%             | 2026-07-09      | Fixed         | 19.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1876338.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1424 | PA      | $1408.03      | 0.00%             | 2026-10-19      | Fixed         | 17.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7876496.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2207 | PA      | $2137.89      | 0.00%             | 2025-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09766134.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8984 | PA      | $9132.03      | 0.00%             | 2026-09-23      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1617338.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       980 | PA      | $965.93       | 0.00%             | 2026-08-24      | Fixed         | 23.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7091848.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3720 | PA      | $103.02       | 0.00%             | 2035-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8130908.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4176 | PA      | $4045.82      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1606780.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3110 | PA      | $3217.14      | 0.00%             | 2026-08-25      | Fixed         | 29.08%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWN90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    434258 | PA      | $440804.86    | 0.01%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6952926.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       994 | PA      | $607.78       | 0.00%             | 2035-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1406959.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       897 | PA      | $881.00       | 0.00%             | 2026-07-09      | Fixed         | 19.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4582384.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       863 | PA      | $0.00         | 0.00%             | 2033-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183771895.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8260 | PA      | $8441.67      | 0.00%             | 2026-12-03      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8195728.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2887 | PA      | $2781.90      | 0.00%             | 2026-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5246929.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3004 | PA      | $0.09         | 0.00%             | 2033-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1611722.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3465 | PA      | $3401.64      | 0.00%             | 2027-01-23      | Fixed         | 19.13%                | No            |                  3 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp.                                  | MPT Operating Partnership LP / MPT Finance Corp.                                                  | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $929278.84    | 0.03%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8170695.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3224 | PA      | $2952.43      | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7124145.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       781 | PA      | $524.07       | 0.00%             | 2035-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4840334.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1577 | PA      | $0.05         | 0.00%             | 2033-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8098750.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2433 | PA      | $2383.66      | 0.00%             | 2026-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5774638.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       424 | PA      | $0.00         | 0.00%             | 2034-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4674918.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9934 | PA      | $0.00         | 0.00%             | 2033-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Whatabrands LLC                                                                   | Whatabrands LLC, First Lien, 2024-2 Refinancing CME Term Loan. B                                  | CUSIP: 96244UAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    127004 | PA      | $126453.41    | 0.00%             | 2028-08-03      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991180816.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $112.55       | 0.00%             | 2026-09-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09448166.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8687 | PA      | $8802.99      | 0.00%             | 2026-07-07      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| FFCB                                                                              | FFCB                                                                                              | CUSIP: 3133EMRX2<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | UST               | US        |   9300000 | PA      | $7281858.34   | 0.24%             | 2036-02-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                            | First Brands Group LLC, Second Lien, 2021 CME Term Loan                                           | CUSIP: 31935HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    296984 | PA      | $253178.86    | 0.01%             | 2028-03-30      | Variable      | 13.05%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1616929.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3645 | PA      | $3591.43      | 0.00%             | 2026-08-24      | Fixed         | 19.05%                | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31401MAU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7828 | PA      | $8007.90      | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2216011.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1142 | PA      | $1120.38      | 0.00%             | 2026-12-09      | Fixed         | 31.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1996197.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1949 | PA      | $1911.16      | 0.00%             | 2026-11-08      | Fixed         | 31.07%                | No            |                  3 | On Loan: No      |
| OBX Trust                                                                         | OBX Trust, Series 2024-NQM3, Class A1                                                             | CUSIP: 67118KAA1<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-MBS          | CORP              | US        |   2025237 | PA      | $2039983.34   | 0.07%             | 2063-12-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8055900.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2923 | PA      | $2846.69      | 0.00%             | 2026-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7183135.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1534 | PA      | $51.55        | 0.00%             | 2035-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7856674.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2392 | PA      | $1474.87      | 0.00%             | 2025-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7951658.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3442 | PA      | $3418.27      | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991193917.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-27      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-12241564.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3450 | PA      | $3489.89      | 0.00%             | 2027-01-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8184135.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2144 | PA      | $43.45        | 0.00%             | 2026-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1612410.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2534 | PA      | $656.45       | 0.00%             | 2027-01-23      | Fixed         | 21.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7771517.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1829 | PA      | $1710.00      | 0.00%             | 2025-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184144886.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11754 | PA      | $11740.05     | 0.00%             | 2026-12-16      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183603668.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9873 | PA      | $470.51       | 0.00%             | 2026-12-15      | Fixed         | 17.19%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183129988.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7565 | PA      | $7524.07      | 0.00%             | 2026-12-10      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Bonds                                                                               | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $2504609.36   | 0.08%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7700190.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       565 | PA      | $561.98       | 0.00%             | 2025-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8034209.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3213 | PA      | $3154.99      | 0.00%             | 2026-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2214819.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2447 | PA      | $2392.18      | 0.00%             | 2026-12-09      | Fixed         | 13.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8182060.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2947 | PA      | $2871.92      | 0.00%             | 2026-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5154721.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       306 | PA      | $0.07         | 0.00%             | 2033-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8168875.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11389 | PA      | $11162.87     | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7571315.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       959 | PA      | $580.21       | 0.00%             | 2025-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7020839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       118 | PA      | $67.72        | 0.00%             | 2035-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991293334.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       532 | PA      | $43.20        | 0.00%             | 2025-07-13      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                    | Morgan Stanley Residential Mortgage Loan Trust, Series 2024-NQM1, Class A1                        | CUSIP: 61775UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2834793 | PA      | $2857760.33   | 0.09%             | 2068-12-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2074713.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3941 | PA      | $1059.76      | 0.00%             | 2026-11-18      | Fixed         | 31.25%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183649794.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12109 | PA      | $12210.69     | 0.00%             | 2026-12-15      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| K2016470219 South Africa Ltd.                                                     | K2016470219 South Africa Ltd., Escrow Account, Class D                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |    141599 | NS      | $2006.92      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1989271.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5624 | PA      | $5481.02      | 0.00%             | 2027-04-22      | Fixed         | 15.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8019854.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       666 | PA      | $605.73       | 0.00%             | 2026-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Dave & Buster's, Inc.                                                             | Dave & Buster's, Inc., First Lien, 2024 Refinancing CME Term Loan, B                              | CUSIP: 23833EAX2<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |    492740 | PA      | $458947.72    | 0.01%             | 2029-06-29      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4926237.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7821 | PA      | $0.00         | 0.00%             | 2033-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8141947.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1108 | PA      | $1082.75      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991286912.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184130928.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7916 | PA      | $990.04       | 0.00%             | 2026-12-14      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| OBX Trust                                                                         | OBX Trust, Series 2021-J3, Class A4                                                               | CUSIP: 67448XAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1261876 | PA      | $1130641.37   | 0.04%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991379124.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1681081.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3798 | PA      | $3768.93      | 0.00%             | 2026-12-20      | Fixed         | 11.33%                | No            |                  3 | On Loan: No      |
| Sinclair Television Group, Inc.                                                   | Sinclair Television Group, Inc.                                                                   | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    850000 | PA      | $841971.75    | 0.03%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7263020.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       279 | PA      | $190.75       | 0.00%             | 2035-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Kaiser Foundation Hospitals                                                       | Kaiser Foundation Hospitals, Series 2019                                                          | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |  11270000 | PA      | $7754731.70   | 0.25%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5855247.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2503 | PA      | $0.23         | 0.00%             | 2034-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1991663.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4474 | PA      | $4373.90      | 0.00%             | 2026-11-08      | Fixed         | 21.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991191984.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $7.07         | 0.00%             | 2025-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1614231.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       757 | PA      | $746.27       | 0.00%             | 2026-08-24      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7878444.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4926 | PA      | $4576.67      | 0.00%             | 2025-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183977917.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13797 | PA      | $0.00         | 0.00%             | 2026-12-30      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5297749.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4815 | PA      | $0.66         | 0.00%             | 2033-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5757294.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5660 | PA      | $0.02         | 0.00%             | 2034-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7466854.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8896 | PA      | $5970.16      | 0.00%             | 2025-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8169708.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       641 | PA      | $625.77       | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1617004.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2112 | PA      | $2091.06      | 0.00%             | 2026-08-24      | Fixed         | 16.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8129109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18303 | PA      | $15454.85     | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7288409.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       208 | PA      | $143.52       | 0.00%             | 2025-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7630281.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       454 | PA      | $435.69       | 0.00%             | 2025-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                              | GNMA II                                                                                           | CUSIP: 36202K7C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       821 | PA      | $823.18       | 0.00%             | 2026-10-20      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7902827.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1631 | PA      | $365.09       | 0.00%             | 2025-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182379386.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3707 | PA      | $3708.24      | 0.00%             | 2026-11-15      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                                | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359352.90    | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1634442.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3403 | PA      | $3389.60      | 0.00%             | 2026-09-26      | Fixed         | 13.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2215859.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1835 | PA      | $1808.92      | 0.00%             | 2026-12-09      | Fixed         | 16.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5953778.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       470 | PA      | $0.10         | 0.00%             | 2034-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7571356.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19805 | PA      | $12892.80     | 0.00%             | 2025-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5977275.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12616 | PA      | $0.30         | 0.00%             | 2034-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1614135.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5625 | PA      | $5557.69      | 0.00%             | 2026-08-24      | Fixed         | 30.54%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                             | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283HPA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2717 | PA      | $2840.96      | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11823747.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5891 | PA      | $5995.18      | 0.00%             | 2027-04-11      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7179248.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3828 | PA      | $1984.08      | 0.00%             | 2035-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183461812.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8360 | PA      | $8300.44      | 0.00%             | 2026-12-09      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-12172287.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7988 | PA      | $8327.08      | 0.00%             | 2027-03-07      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8190004.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4131 | PA      | $3582.10      | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7942725.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2789 | PA      | $2749.69      | 0.00%             | 2025-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1706122.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1616 | PA      | $1586.83      | 0.00%             | 2026-09-13      | Fixed         | 26.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7791700.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1939 | PA      | $1870.69      | 0.00%             | 2025-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2220009.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       119 | PA      | $116.80       | 0.00%             | 2035-05-10      | Fixed         | 18.38%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991210095.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31412AQB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99150 | PA      | $103839.93    | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10115186.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8992 | PA      | $9430.26      | 0.00%             | 2026-10-01      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6655118.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1933 | PA      | $21.72        | 0.00%             | 2034-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7255250.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1225 | PA      | $687.47       | 0.00%             | 2035-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6822498.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1020 | PA      | $10.97        | 0.00%             | 2035-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7185649.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4796 | PA      | $3543.27      | 0.00%             | 2035-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31413APT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       361 | PA      | $371.46       | 0.00%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7625481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36849 | PA      | $748.05       | 0.00%             | 2025-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1705595.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5431 | PA      | $5360.90      | 0.00%             | 2026-09-13      | Fixed         | 15.51%                | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA                                                                                              | CUSIP: 31385HJW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2016 | PA      | $1998.44      | 0.00%             | 2027-12-01      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2073694.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2586 | PA      | $2540.65      | 0.00%             | 2026-11-18      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8076793.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2373 | PA      | $168.15       | 0.00%             | 2026-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7722826.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1433 | PA      | $1118.36      | 0.00%             | 2025-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                     | Citigroup Mortgage Loan Trust, Series 2013-A, Class A                                             | CUSIP: 17320XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131321 | PA      | $120161.36    | 0.00%             | 2042-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7881465.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3068 | PA      | $39.74        | 0.00%             | 2025-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183536773.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15738 | PA      | $15870.25     | 0.00%             | 2026-12-08      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                   | Eastern Energy Gas Holdings LLC                                                                   | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |   6255000 | PA      | $6460826.47   | 0.21%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7987012.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10229 | PA      | $6045.40      | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183623138.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5229 | PA      | $5339.76      | 0.00%             | 2026-12-14      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                                | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C27, Class AS                     | CUSIP: 61690AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1722000 | PA      | $1705064.13   | 0.06%             | 2047-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1998866.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6452 | PA      | $6306.07      | 0.00%             | 2026-11-08      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1705964.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2144 | PA      | $2103.67      | 0.00%             | 2026-09-13      | Fixed         | 25.31%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-08979954.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7615 | PA      | $7708.00      | 0.00%             | 2026-06-05      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991064383.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-17      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7401159.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4474 | PA      | $1295.79      | 0.00%             | 2025-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991081009.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31418EQQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.01         | 0.00%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184415798.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1073 | PA      | $1078.14      | 0.00%             | 2034-12-23      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5059388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       578 | PA      | $0.00         | 0.00%             | 2033-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31407X4T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149409 | PA      | $153997.07    | 0.01%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183656375.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2770 | PA      | $2704.41      | 0.00%             | 2026-12-18      | Fixed         | 14.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7283057.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21543 | PA      | $6901.40      | 0.00%             | 2025-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley                                                                    | Morgan Stanley                                                                                    | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  15200000 | PA      | $12816163.33  | 0.42%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183933487.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7055 | PA      | $7217.92      | 0.00%             | 2026-12-08      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7956457.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3170 | PA      | $3126.98      | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8081142.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1506 | PA      | $1494.44      | 0.00%             | 2026-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991133888.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-04-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7197655.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3446 | PA      | $1888.34      | 0.00%             | 2035-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991446289.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2029-12-16      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5251234.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12595 | PA      | $0.00         | 0.00%             | 2033-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6420892.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8853 | PA      | $51.63        | 0.00%             | 2034-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6746943.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       669 | PA      | $3.55         | 0.00%             | 2034-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2070966.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2531 | PA      | $2487.15      | 0.00%             | 2026-11-18      | Fixed         | 18.96%                | No            |                  3 | On Loan: No      |
| Comcast Corp.                                                                     | Comcast Corp.                                                                                     | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3381137.24   | 0.11%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8120166.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15073 | PA      | $10607.93     | 0.00%             | 2026-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5801833.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1116 | PA      | $0.08         | 0.00%             | 2034-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183228318.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14831 | PA      | $14454.19     | 0.00%             | 2026-12-14      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11799128.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10814 | PA      | $11003.02     | 0.00%             | 2027-04-12      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09241097.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8078 | PA      | $8437.03      | 0.00%             | 2026-07-15      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 173663810.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1783 | PA      | $1784.07      | 0.00%             | 2026-01-13      | Fixed         | 17.30%                | No            |                  3 | On Loan: No      |
| EMRLD Borrower LP                                                                 | EMRLD Borrower LP, First Lien, Second Amendment Incremental CME Term Loan                         | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    103033 | PA      | $101981.10    | 0.00%             | 2031-08-04      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8160176.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9310 | PA      | $9087.54      | 0.00%             | 2026-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991134666.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $5.51         | 0.00%             | 2030-02-16      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7751646.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       745 | PA      | $536.68       | 0.00%             | 2025-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7244208.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       710 | PA      | $386.18       | 0.00%             | 2035-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1991541.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2878 | PA      | $2819.64      | 0.00%             | 2026-11-08      | Fixed         | 29.36%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182956744.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12257 | PA      | $12158.83     | 0.00%             | 2026-11-05      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09356919.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9114 | PA      | $9261.72      | 0.00%             | 2026-07-20      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2074833.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5759 | PA      | $5693.94      | 0.00%             | 2026-11-18      | Fixed         | 17.19%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184059193.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10537 | PA      | $8562.38      | 0.00%             | 2026-12-20      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7234707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12216 | PA      | $9176.19      | 0.00%             | 2035-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1877184.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3145 | PA      | $3065.80      | 0.00%             | 2026-10-19      | Fixed         | 9.06%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1706229.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1987 | PA      | $1952.57      | 0.00%             | 2026-09-13      | Fixed         | 30.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11805082.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10201 | PA      | $10637.30     | 0.00%             | 2027-02-11      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5383412.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2807 | PA      | $0.27         | 0.00%             | 2033-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31418ESQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2053-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8090007.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16329 | PA      | $6014.90      | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1705021.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3091 | PA      | $3032.87      | 0.00%             | 2026-09-13      | Fixed         | 18.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8123557.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4157 | PA      | $3297.16      | 0.00%             | 2026-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10476373.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3542 | PA      | $3581.26      | 0.00%             | 2026-04-25      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4860575.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       431 | PA      | $0.14         | 0.00%             | 2033-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1680172.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4915 | PA      | $4893.92      | 0.00%             | 2026-12-16      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1880186.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2284 | PA      | $2242.97      | 0.00%             | 2026-10-19      | Fixed         | 20.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7216644.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       334 | PA      | $193.13       | 0.00%             | 2035-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8032913.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2929 | PA      | $2913.25      | 0.00%             | 2026-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5661432.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27848 | PA      | $0.49         | 0.00%             | 2034-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1650670.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $0.00         | 0.00%             | 2034-10-29      | Fixed         | 16.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4591813.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2891 | PA      | $0.13         | 0.00%             | 2033-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11124061.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10437 | PA      | $10602.86     | 0.00%             | 2026-12-28      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7252493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5028 | PA      | $57.41        | 0.00%             | 2035-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8204428.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5213 | PA      | $5101.16      | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2218340.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6090 | PA      | $2997.03      | 0.00%             | 2027-05-09      | Fixed         | 31.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5471273.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1167 | PA      | $0.01         | 0.00%             | 2033-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Notes                                                                               | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28300000 | PA      | $29188796.88  | 0.95%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7534105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5566 | PA      | $3841.41      | 0.00%             | 2025-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5656852.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       716 | PA      | $0.00         | 0.00%             | 2034-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5240977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1605 | PA      | $0.16         | 0.00%             | 2033-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1992261.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1128 | PA      | $1103.46      | 0.00%             | 2026-11-08      | Fixed         | 15.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6027166.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2396 | PA      | $0.00         | 0.00%             | 2034-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8221039.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6585 | PA      | $2361.55      | 0.00%             | 2026-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5144702.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2530 | PA      | $0.06         | 0.00%             | 2033-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6645579.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3648 | PA      | $1023.93      | 0.00%             | 2034-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7920580.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4470 | PA      | $4274.68      | 0.00%             | 2025-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2219137.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5758 | PA      | $5671.62      | 0.00%             | 2027-05-10      | Fixed         | 32.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7809047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       398 | PA      | $383.81       | 0.00%             | 2025-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7981269.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1076 | PA      | $1057.44      | 0.00%             | 2026-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1699552.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1858 | PA      | $1816.86      | 0.00%             | 2027-02-13      | Fixed         | 17.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1706613.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4505 | PA      | $4431.50      | 0.00%             | 2027-02-13      | Fixed         | 27.15%                | No            |                  3 | On Loan: No      |
| Towd Point Mortgage Trust                                                         | Towd Point Mortgage Trust, Series 2017-1, Class A2                                                | CUSIP: 89173FAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4073413 | PA      | $4037688.38   | 0.13%             | 2056-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CSAIL                                                                             | CSAIL Commercial Mortgage Trust, Series 2015-C2, Class AS                                         | CUSIP: 12634NAX6<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |   1922000 | PA      | $1911445.72   | 0.06%             | 2057-06-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1629340.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3530 | PA      | $449.17       | 0.00%             | 2026-09-24      | Fixed         | 12.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7671011.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       418 | PA      | $9.43         | 0.00%             | 2025-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8096009.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       574 | PA      | $562.87       | 0.00%             | 2026-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8119010.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2749 | PA      | $1726.32      | 0.00%             | 2026-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8054302.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       312 | PA      | $286.41       | 0.00%             | 2026-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8105051.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3997 | PA      | $3027.26      | 0.00%             | 2026-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4609460.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2479 | PA      | $0.00         | 0.00%             | 2033-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6012358.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       924 | PA      | $0.17         | 0.00%             | 2034-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8028272.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6164 | PA      | $5498.23      | 0.00%             | 2026-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5125832.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       649 | PA      | $0.04         | 0.00%             | 2033-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1998298.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2186 | PA      | $2130.25      | 0.00%             | 2027-04-08      | Fixed         | 13.53%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991030997.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-11      | Fixed         | 19.47%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184039087.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4524 | PA      | $4660.84      | 0.00%             | 2026-12-13      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1998245.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4384 | PA      | $4295.98      | 0.00%             | 2026-11-08      | Fixed         | 30.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7990648.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3887 | PA      | $1909.18      | 0.00%             | 2026-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2073976.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       787 | PA      | $774.22       | 0.00%             | 2026-11-18      | Fixed         | 27.83%                | No            |                  3 | On Loan: No      |
| OBX Trust                                                                         | OBX Trust, Series 2024-NQM4, Class A1                                                             | CUSIP: 67118TAA2<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-MBS          | CORP              | US        |   1346269 | PA      | $1355168.86   | 0.04%             | 2064-01-25      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7900460.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       881 | PA      | $872.97       | 0.00%             | 2025-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8139765.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1241 | PA      | $1220.75      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31418EMR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11333408.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5640 | PA      | $5920.05      | 0.00%             | 2026-11-25      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6986599.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1319 | PA      | $763.76       | 0.00%             | 2035-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2073707.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1244 | PA      | $1222.69      | 0.00%             | 2026-11-18      | Fixed         | 22.91%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991513641.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2029-12-13      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Kedrion SpA                                                                       | Kedrion SpA                                                                                       | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |   4600000 | PA      | $4413147.03   | 0.14%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWG23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7760998.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1481 | PA      | $1228.84      | 0.00%             | 2025-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2214150.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1654 | PA      | $1626.48      | 0.00%             | 2027-05-24      | Fixed         | 26.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8070789.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1288 | PA      | $1281.22      | 0.00%             | 2026-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 15 Year                                                                               | CUSIP: 3133WJDP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4039048 | PA      | $3671969.57   | 0.12%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | U.S. Treasury 10 Year Notes                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -525 | NC      | $-911292.37   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10170330.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5014 | PA      | $5082.39      | 0.00%             | 2026-11-20      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Wells Fargo & Co.                                                                 | Wells Fargo & Co.                                                                                 | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5305780.38   | 0.17%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1681270.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2854 | PA      | $2831.73      | 0.00%             | 2026-12-20      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| Voya CLO Ltd.                                                                     | Voya CLO Ltd., Series 2018-2A, Class A2                                                           | CUSIP: 92917JAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1496722.64   | 0.05%             | 2031-07-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7035906.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       250 | PA      | $123.44       | 0.00%             | 2035-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7845307.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2482 | PA      | $2424.76      | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7866932.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $29.98        | 0.00%             | 2025-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7571798.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13156 | PA      | $4499.15      | 0.00%             | 2025-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7697716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5397 | PA      | $3061.51      | 0.00%             | 2025-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7782675.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3879 | PA      | $3728.95      | 0.00%             | 2025-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1618259.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2926 | PA      | $2880.05      | 0.00%             | 2026-08-24      | Fixed         | 19.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8015670.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1146 | PA      | $1126.58      | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8039266.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2810 | PA      | $2701.38      | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Golden State Tobacco Securitization Corp.                                         | Golden State Tobacco Securitization Corp., Series 2021 B-1                                        | CUSIP: 38122ND82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15240000 | PA      | $13911699.89  | 0.45%             | 2050-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09781342.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9020 | PA      | $9226.58      | 0.00%             | 2026-08-12      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1613574.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1095 | PA      | $1078.98      | 0.00%             | 2026-08-24      | Fixed         | 19.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7020990.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9252 | PA      | $136.99       | 0.00%             | 2035-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1876495.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3031 | PA      | $2986.98      | 0.00%             | 2026-10-19      | Fixed         | 31.70%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11315623.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10344 | PA      | $7078.44      | 0.00%             | 2027-11-02      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1620912.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1181 | PA      | $1162.98      | 0.00%             | 2026-08-25      | Fixed         | 14.91%                | No            |                  3 | On Loan: No      |
| Organon & Co.                                                                     | Organon & Co., First Lien, 2024 Refinancing Dollar CME Term Loan                                  | CUSIP: 68621XAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85795 | PA      | $82362.76     | 0.00%             | 2031-05-19      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7540141.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6653 | PA      | $97.89        | 0.00%             | 2025-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991151893.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $63.65        | 0.00%             | 2029-11-18      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2213955.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3974 | PA      | $3920.29      | 0.00%             | 2026-12-24      | Fixed         | 18.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6875513.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4058 | PA      | $1830.25      | 0.00%             | 2035-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Duke Energy Corp.                                                                 | Duke Energy Corp.                                                                                 | CUSIP: 26441CBZ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6773977.73   | 0.22%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8158477.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1182 | PA      | $1139.59      | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd.        | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd.                        | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4185000 | PA      | $4201526.57   | 0.14%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7027501.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       322 | PA      | $216.64       | 0.00%             | 2035-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8106074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2357 | PA      | $2312.34      | 0.00%             | 2026-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991137442.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $55.04        | 0.00%             | 2030-02-25      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6589068.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6446 | PA      | $40.80        | 0.00%             | 2034-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10203826.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16908 | PA      | $17143.76     | 0.00%             | 2026-09-25      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7550614.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       185 | PA      | $174.58       | 0.00%             | 2025-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4985801.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3070 | PA      | $0.00         | 0.00%             | 2033-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                              | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36296QN54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44949 | PA      | $46871.96     | 0.00%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                            | Aramark Services, Inc., First Lien, CME Term Loan, B7                                             | CUSIP: 03852JAU5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    540000 | PA      | $541957.50    | 0.02%             | 2028-04-06      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                                     | Surgery Center Holdings, Inc., First Lien, 2024 Refinancing CME Term Loan                         | CUSIP: 86880NBB8<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |     16753 | PA      | $16726.65     | 0.00%             | 2030-12-19      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group, Inc.                                                     | Sammons Financial Group, Inc.                                                                     | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4599907.00   | 0.15%             | 2034-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4889629.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2050 | PA      | $0.00         | 0.00%             | 2033-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Union Pacific Railroad Co. Pass-Through Trust                                     | Union Pacific Railroad Co. Pass-Through Trust, Series 2005-1                                      | CUSIP: 90783VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6886 | PA      | $6949.60      | 0.00%             | 2029-01-02      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1628728.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2441 | PA      | $2436.19      | 0.00%             | 2026-09-22      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5909844.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8247 | PA      | $0.00         | 0.00%             | 2034-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4819217.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12317 | PA      | $2.69         | 0.00%             | 2033-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1875013.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3819 | PA      | $3754.36      | 0.00%             | 2026-10-19      | Fixed         | 22.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7510503.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       677 | PA      | $624.03       | 0.00%             | 2025-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8184322.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2060 | PA      | $1397.17      | 0.00%             | 2026-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7986075.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1192 | PA      | $1003.86      | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Clarios Global LP                                                                 | Clarios Global LP, First Lien, Amendment No. 6 Dollar CME Term Loan                               | CUSIP: C8000CAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    769941 | PA      | $756147.37    | 0.02%             | 2032-01-28      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8160737.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2599 | PA      | $2120.17      | 0.00%             | 2026-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5086626.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1016 | PA      | $0.01         | 0.00%             | 2033-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5109714.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8108 | PA      | $0.00         | 0.00%             | 2033-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Calpine Construction Finance Co. LP                                               | Calpine Construction Finance Co. LP, First Lien, Refinancing CME Term Loan                        | CUSIP: 13134NAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    790000 | PA      | $788680.70    | 0.03%             | 2030-07-19      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8009214.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5225 | PA      | $4727.37      | 0.00%             | 2026-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1614925.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       320 | PA      | $315.61       | 0.00%             | 2026-08-24      | Fixed         | 21.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1876795.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1478 | PA      | $1455.72      | 0.00%             | 2026-10-19      | Fixed         | 29.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5291714.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4593 | PA      | $0.00         | 0.00%             | 2033-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991020944.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1771 | PA      | $1820.23      | 0.00%             | 2027-01-06      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1991230.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9064 | PA      | $8833.85      | 0.00%             | 2026-11-08      | Fixed         | 9.13%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8211937.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1670 | PA      | $1632.62      | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7959422.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       889 | PA      | $874.10       | 0.00%             | 2026-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991252958.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       294 | PA      | $192.06       | 0.00%             | 2027-02-24      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                 | Venture Global Calcasieu Pass LLC                                                                 | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1798756.36   | 0.06%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5918972.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8974 | PA      | $0.00         | 0.00%             | 2034-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31413D6B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       695 | PA      | $711.13       | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991175975.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $21.12        | 0.00%             | 2025-06-18      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184176824.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5861 | PA      | $5811.57      | 0.00%             | 2026-12-14      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183046392.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12858 | PA      | $1239.64      | 0.00%             | 2027-04-08      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8019678.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2035 | PA      | $1952.79      | 0.00%             | 2026-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7147738.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6299 | PA      | $327.39       | 0.00%             | 2035-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-12245031.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15002 | PA      | $3100.75      | 0.00%             | 2027-05-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991113770.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.09         | 0.00%             | 2028-11-17      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7940351.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1829 | PA      | $1806.01      | 0.00%             | 2025-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4935758.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       717 | PA      | $0.00         | 0.00%             | 2033-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1620125.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       345 | PA      | $341.75       | 0.00%             | 2026-08-25      | Fixed         | 15.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4622864.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       782 | PA      | $0.02         | 0.00%             | 2033-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7667122.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2652 | PA      | $2574.81      | 0.00%             | 2025-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CVS Health Corp.                                                                  | CVS Health Corp.                                                                                  | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $2887528.67   | 0.09%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182946956.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9373 | PA      | $9633.62      | 0.00%             | 2026-11-15      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09789894.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8931 | PA      | $1853.35      | 0.00%             | 2026-07-01      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Caesars Entertainment, Inc.                                                       | Caesars Entertainment, Inc.                                                                       | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6007094.60   | 0.20%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7504041.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $43.68        | 0.00%             | 2025-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6590809.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2847 | PA      | $231.68       | 0.00%             | 2034-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Danske Bank A/S                                                                   | Danske Bank A/S                                                                                   | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   6800000 | PA      | $7017324.06   | 0.23%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6285882.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3875 | PA      | $5.04         | 0.00%             | 2034-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5296152.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3005 | PA      | $0.14         | 0.00%             | 2033-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5326604.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1332 | PA      | $0.04         | 0.00%             | 2033-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7910151.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6388 | PA      | $5058.07      | 0.00%             | 2025-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991046494.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991236189.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7637379.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3060 | PA      | $2150.72      | 0.00%             | 2025-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1613041.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2089 | PA      | $2060.94      | 0.00%             | 2026-08-23      | Fixed         | 26.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8050826.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3496 | PA      | $2092.73      | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                             | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31298Q5G9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2740 | PA      | $2863.42      | 0.00%             | 2031-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Star Holding LLC                                                                  | Star Holding LLC, First Lien, CME Term Loan, B                                                    | CUSIP: 85512FAC2<br>LEI: 254900BDGPE9N1WAKD59 | Long             | LON              | CORP              | US        |    746250 | PA      | $707631.56    | 0.02%             | 2031-07-18      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11794186.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20966 | PA      | $21405.39     | 0.00%             | 2027-04-12      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5589268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       447 | PA      | $0.00         | 0.00%             | 2033-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10210290.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3145 | PA      | $3222.87      | 0.00%             | 2026-10-02      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8057620.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8330 | PA      | $140.61       | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5118981.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3773 | PA      | $0.00         | 0.00%             | 2033-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8118877.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1157 | PA      | $1135.90      | 0.00%             | 2026-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10206598.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4585 | PA      | $4761.96      | 0.00%             | 2026-10-01      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7830282.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12113 | PA      | $7507.37      | 0.00%             | 2025-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5919756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9188 | PA      | $0.82         | 0.00%             | 2034-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183558965.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2747 | PA      | $0.00         | 0.00%             | 2034-12-06      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7692302.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3287 | PA      | $3162.13      | 0.00%             | 2025-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7842516.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       459 | PA      | $457.21       | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7073426.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8398 | PA      | $5845.17      | 0.00%             | 2035-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8216765.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12137 | PA      | $10076.92     | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                              | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202EQN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58418 | PA      | $61320.21     | 0.00%             | 2037-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4840427.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6145 | PA      | $0.26         | 0.00%             | 2033-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6596418.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       802 | PA      | $4.16         | 0.00%             | 2034-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1656380.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3008 | PA      | $2991.39      | 0.00%             | 2026-11-15      | Fixed         | 10.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6012743.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8938 | PA      | $0.00         | 0.00%             | 2034-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5884476.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2124 | PA      | $0.04         | 0.00%             | 2034-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1880088.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3941 | PA      | $3872.52      | 0.00%             | 2026-10-19      | Fixed         | 23.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4954900.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4177 | PA      | $0.07         | 0.00%             | 2033-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7164194.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       163 | PA      | $74.05        | 0.00%             | 2035-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7756920.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5257 | PA      | $3464.44      | 0.00%             | 2025-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7300556.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $80.43        | 0.00%             | 2025-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183874472.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6830 | PA      | $6663.91      | 0.00%             | 2026-12-18      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4610482.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3354 | PA      | $0.00         | 0.00%             | 2033-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991137879.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-01-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6135095.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       749 | PA      | $0.00         | 0.00%             | 2034-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11805436.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4975 | PA      | $5203.87      | 0.00%             | 2027-02-12      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8141476.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1444 | PA      | $1309.58      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10220069.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10562 | PA      | $10704.35     | 0.00%             | 2026-10-04      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2214388.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1776 | PA      | $1739.26      | 0.00%             | 2026-12-09      | Fixed         | 25.70%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1628947.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3837 | PA      | $3829.37      | 0.00%             | 2026-09-23      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5609439.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2708 | PA      | $0.14         | 0.00%             | 2033-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6845464.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       876 | PA      | $12.14        | 0.00%             | 2035-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8003591.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12720 | PA      | $11444.26     | 0.00%             | 2026-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4649015.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5124 | PA      | $0.21         | 0.00%             | 2033-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNC Holdings, Inc.                                                                | GNC Holdings, Inc., Second Lien, CME Term Loan                                                    | CUSIP: 36260UAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    872802 | PA      | $593505.31    | 0.02%             | 2026-10-07      | Variable      | 10.42%                | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31404PKD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20462 | PA      | $20662.33     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7599124.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1226 | PA      | $1021.98      | 0.00%             | 2025-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6669109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       394 | PA      | $2.43         | 0.00%             | 2034-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11187285.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15495 | PA      | $15721.21     | 0.00%             | 2026-12-22      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6884628.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       292 | PA      | $45.32        | 0.00%             | 2035-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7895787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       329 | PA      | $320.96       | 0.00%             | 2025-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BPCE SA                                                                           | BPCE SA                                                                                           | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   9500000 | PA      | $9145429.79   | 0.30%             | 2027-10-19      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7229934.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       367 | PA      | $37.45        | 0.00%             | 2035-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2219054.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       193 | PA      | $13.99        | 0.00%             | 2034-12-10      | Fixed         | 16.23%                | No            |                  3 | On Loan: No      |
| American Trailer World Corp.                                                      | American Trailer World Corp., First Lien, CME Term Loan, B                                        | CUSIP: 03028BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    467011 | PA      | $368938.69    | 0.01%             | 2028-03-03      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7515365.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1762 | PA      | $1525.12      | 0.00%             | 2025-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183970602.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5713 | PA      | $5881.66      | 0.00%             | 2026-12-10      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7143037.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $16.88        | 0.00%             | 2035-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1701942.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5789 | PA      | $5680.26      | 0.00%             | 2026-09-13      | Fixed         | 19.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8149324.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5726 | PA      | $5540.16      | 0.00%             | 2026-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10537549.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11687 | PA      | $11851.80     | 0.00%             | 2027-01-02      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7843443.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2938 | PA      | $2325.22      | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8079714.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       408 | PA      | $406.91       | 0.00%             | 2026-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1410682.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3129 | PA      | $3070.26      | 0.00%             | 2026-07-09      | Fixed         | 18.43%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11496336.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7994 | PA      | $8124.36      | 0.00%             | 2027-04-11      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2217598.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5292 | PA      | $5173.35      | 0.00%             | 2027-05-09      | Fixed         | 23.52%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1879412.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1764 | PA      | $1743.87      | 0.00%             | 2026-10-19      | Fixed         | 17.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7791324.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1358 | PA      | $1246.36      | 0.00%             | 2025-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7603549.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1546 | PA      | $507.90       | 0.00%             | 2025-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991326057.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $65.33        | 0.00%             | 2025-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5234308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2041 | PA      | $0.00         | 0.00%             | 2033-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1613265.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2324 | PA      | $2289.88      | 0.00%             | 2026-08-23      | Fixed         | 23.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4936861.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1307 | PA      | $0.14         | 0.00%             | 2033-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5240149.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       487 | PA      | $0.00         | 0.00%             | 2033-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 3140QMV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8118264.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15413 | PA      | $13410.88     | 0.00%             | 2026-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8166990.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2858 | PA      | $2799.86      | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1705731.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7693 | PA      | $562.02       | 0.00%             | 2026-09-13      | Fixed         | 15.30%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183505251.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4085 | PA      | $4093.16      | 0.00%             | 2026-11-23      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8158305.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8248 | PA      | $6283.97      | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991491868.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-10-12      | Fixed         | 14.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1614080.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       935 | PA      | $912.75       | 0.00%             | 2026-08-24      | Fixed         | 9.53%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7783004.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1174 | PA      | $1123.13      | 0.00%             | 2025-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bayer US Finance LLC                                                              | Bayer US Finance LLC                                                                              | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10541353.10  | 0.34%             | 2030-11-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7061389.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1542 | PA      | $436.73       | 0.00%             | 2035-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5337877.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       256 | PA      | $0.00         | 0.00%             | 2033-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8032160.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       703 | PA      | $688.02       | 0.00%             | 2026-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1613892.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2322 | PA      | $2360.05      | 0.00%             | 2026-08-12      | Fixed         | 19.18%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184029644.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13292 | PA      | $13283.84     | 0.00%             | 2026-12-28      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7391026.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3940 | PA      | $2945.50      | 0.00%             | 2025-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cheniere Energy, Inc.                                                             | Cheniere Energy, Inc.                                                                             | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1694090.72   | 0.06%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                                 | CIFC Funding Ltd., Series 2024-2A, Class A1                                                       | CUSIP: 17181UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7200000 | PA      | $7228674.88   | 0.24%             | 2037-04-22      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10045496.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3523 | PA      | $3562.02      | 0.00%             | 2026-08-15      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11810406.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21237 | PA      | $21572.94     | 0.00%             | 2027-02-10      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5568613.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7092 | PA      | $0.16         | 0.00%             | 2033-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5313199.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2846 | PA      | $0.23         | 0.00%             | 2033-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1991332.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2037 | PA      | $1996.88      | 0.00%             | 2026-11-08      | Fixed         | 31.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2070300.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4348 | PA      | $4267.81      | 0.00%             | 2026-11-18      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7733410.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4409 | PA      | $991.26       | 0.00%             | 2025-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5271882.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6771 | PA      | $0.41         | 0.00%             | 2033-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6054000.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3298 | PA      | $0.10         | 0.00%             | 2034-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5381030.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10498 | PA      | $0.00         | 0.00%             | 2033-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7957091.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1075 | PA      | $782.53       | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7934910.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1980 | PA      | $1742.46      | 0.00%             | 2025-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7088740.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9584 | PA      | $323.57       | 0.00%             | 2035-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1706597.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       852 | PA      | $837.94       | 0.00%             | 2026-09-13      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183407041.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1113 | PA      | $1141.79      | 0.00%             | 2026-11-23      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 3140QNGX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4173080 | PA      | $3769466.44   | 0.12%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7256895.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       616 | PA      | $18.41        | 0.00%             | 2035-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1878006.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5072 | PA      | $4982.40      | 0.00%             | 2026-10-19      | Fixed         | 22.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2222005.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3756 | PA      | $766.74       | 0.00%             | 2026-12-10      | Fixed         | 20.98%                | No            |                  3 | On Loan: No      |
| City of Austin TX Electric Utility Revenue                                        | City of Austin, Series 2019 C                                                                     | CUSIP: 052414TE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    370000 | PA      | $337814.22    | 0.01%             | 2031-11-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7927836.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4096 | PA      | $3847.55      | 0.00%             | 2025-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Opal Bidco SAS                                                                    | Opal Bidco SAS                                                                                    | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |   1275000 | PA      | $1276341.53   | 0.04%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6744525.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48006 | PA      | $513.22       | 0.00%             | 2034-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184270452.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6546 | PA      | $0.00         | 0.00%             | 2026-12-20      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1613287.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1030 | PA      | $1015.06      | 0.00%             | 2026-08-23      | Fixed         | 21.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8179992.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35767 | PA      | $672.71       | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6145923.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       967 | PA      | $0.02         | 0.00%             | 2034-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8097119.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16878 | PA      | $16124.86     | 0.00%             | 2026-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31390HKZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       686 | PA      | $718.42       | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                             | Dominion Energy, Inc., Series C                                                                   | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   4351000 | PA      | $4087749.58   | 0.13%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991100430.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1633221.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13337 | PA      | $13335.67     | 0.00%             | 2026-09-17      | Fixed         | 18.13%                | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13511260 | PA      | $11272657.67  | 0.37%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4994636.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1945 | PA      | $0.00         | 0.00%             | 2033-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7566473.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $97.96        | 0.00%             | 2025-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991139033.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       342 | PA      | $23.15        | 0.00%             | 2030-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991193364.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-25      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7690511.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       936 | PA      | $20.59        | 0.00%             | 2025-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FirstKey Homes Trust                                                              | FirstKey Homes Trust, Series 2020-SFR2, Class A                                                   | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10400771 | PA      | $10211312.90  | 0.33%             | 2037-10-19      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1994689.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1755 | PA      | $1718.17      | 0.00%             | 2026-11-08      | Fixed         | 21.04%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09787833.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13502 | PA      | $13717.17     | 0.00%             | 2026-08-24      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| Banijay Entertainment SAS                                                         | Banijay Entertainment SAS, First Lien, CME Term Loan, B3                                          | CUSIP: F6456UAE3<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |    138481 | PA      | $137903.27    | 0.00%             | 2028-03-01      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991177667.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.39         | 0.00%             | 2030-05-13      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7382116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       842 | PA      | $674.19       | 0.00%             | 2025-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                             | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31292HQE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5784 | PA      | $6130.07      | 0.00%             | 2032-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7959443.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $75.81        | 0.00%             | 2026-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6841524.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $57.39        | 0.00%             | 2035-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8157819.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1195 | PA      | $1185.01      | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8158243.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6052 | PA      | $4135.15      | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWPT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3673000 | PA      | $3728355.23   | 0.12%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6733364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4753 | PA      | $37.88        | 0.00%             | 2034-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7842891.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1219 | PA      | $1183.09      | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Acrisure LLC / Acrisure Finance, Inc.                                             | Acrisure LLC / Acrisure Finance, Inc.                                                             | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1654524.80   | 0.05%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1572047.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1933 | PA      | $1899.48      | 0.00%             | 2026-08-25      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5147227.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2903 | PA      | $0.10         | 0.00%             | 2033-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11798578.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17911 | PA      | $18193.92     | 0.00%             | 2026-12-29      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183384203.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6137 | PA      | $0.00         | 0.00%             | 2026-11-24      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| LaserShip, Inc.                                                                   | LaserShip, Inc., First Lien, CME Term Loan, D                                                     | CUSIP: 51809EAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     70305 | PA      | $10567.88     | 0.00%             | 2029-08-10      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991009159.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-01-06      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8158531.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13732 | PA      | $13457.80     | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991382074.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-05-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8056555.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3670 | PA      | $3605.20      | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7769752.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1197 | PA      | $993.67       | 0.00%             | 2025-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31415VBZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23686 | PA      | $24144.79     | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31390NW81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2536 | PA      | $2612.97      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                         | HCA, Inc.                                                                                         | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8166909.60   | 0.27%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8109434.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       433 | PA      | $327.90       | 0.00%             | 2026-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8026728.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1070 | PA      | $1047.91      | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1599086.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3057 | PA      | $3015.66      | 0.00%             | 2026-08-24      | Fixed         | 24.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5571039.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       585 | PA      | $0.06         | 0.00%             | 2033-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2074570.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8069 | PA      | $5134.96      | 0.00%             | 2027-04-18      | Fixed         | 18.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7340785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       345 | PA      | $219.21       | 0.00%             | 2025-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991122786.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991072361.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       193 | PA      | $167.30       | 0.00%             | 2025-08-10      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5641293.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2612 | PA      | $0.00         | 0.00%             | 2034-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8217160.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5373 | PA      | $5187.81      | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1619585.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2904 | PA      | $2866.58      | 0.00%             | 2026-08-25      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5041320.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6419 | PA      | $0.00         | 0.00%             | 2033-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8032409.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2713 | PA      | $2653.28      | 0.00%             | 2026-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Clue Opco LLC                                                                     | Clue Opco LLC, First Lien, CME Term Loan, B                                                       | CUSIP: 18948EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    540000 | PA      | $489496.50    | 0.02%             | 2030-12-19      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8186568.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       860 | PA      | $840.62       | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8031747.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1755 | PA      | $1740.59      | 0.00%             | 2026-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7812610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1875 | PA      | $1595.72      | 0.00%             | 2025-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7867610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3914 | PA      | $3831.88      | 0.00%             | 2025-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5045398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9125 | PA      | $0.00         | 0.00%             | 2033-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7949613.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1799 | PA      | $1782.52      | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6163054.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7614 | PA      | $0.13         | 0.00%             | 2034-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6753977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4775 | PA      | $56.39        | 0.00%             | 2034-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Dollar Tree, Inc.                                                                 | Dollar Tree, Inc.                                                                                 | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7892067.92   | 0.26%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5821663.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2685 | PA      | $0.00         | 0.00%             | 2034-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1991759.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2110 | PA      | $2064.61      | 0.00%             | 2026-11-08      | Fixed         | 24.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7403758.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       538 | PA      | $409.00       | 0.00%             | 2025-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183436430.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15253 | PA      | $15222.58     | 0.00%             | 2026-12-23      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| EMRLD Borrower LP                                                                 | EMRLD Borrower LP, First Lien, Initial CME Term Loan, B                                           | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    175990 | PA      | $174241.65    | 0.01%             | 2030-05-31      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7803938.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       221 | PA      | $167.38       | 0.00%             | 2025-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                             | Clydesdale Acquisition Holdings, Inc., First Lien, 2025 Incremental Closing Date CME Term Loan, B | CUSIP: 18972FAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    580976 | PA      | $576984.65    | 0.02%             | 2032-04-01      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183532916.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2356 | PA      | $292.67       | 0.00%             | 2034-12-06      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5551837.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3976 | PA      | $0.02         | 0.00%             | 2033-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991262312.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       144 | PA      | $143.50       | 0.00%             | 2028-02-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5940897.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6239 | PA      | $0.03         | 0.00%             | 2034-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7154428.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2177 | PA      | $39.23        | 0.00%             | 2035-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Jane Street Group LLC                                                             | Jane Street Group LLC, First Lien, Extended CME Term Loan                                         | CUSIP: 47077DAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    530878 | PA      | $524319.48    | 0.02%             | 2031-12-15      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5818437.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1534 | PA      | $0.08         | 0.00%             | 2034-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7077718.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       499 | PA      | $7.52         | 0.00%             | 2035-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11237745.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2406 | PA      | $2442.24      | 0.00%             | 2026-02-20      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7674741.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       369 | PA      | $310.43       | 0.00%             | 2025-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7580380.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       842 | PA      | $529.55       | 0.00%             | 2025-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                           | Pfizer Investment Enterprises Pte. Ltd.                                                           | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   4100000 | PA      | $4050092.18   | 0.13%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8093239.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7800 | PA      | $7674.23      | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4991162.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5956 | PA      | $0.00         | 0.00%             | 2033-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1996438.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       308 | PA      | $303.73       | 0.00%             | 2026-11-08      | Fixed         | 18.51%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991149182.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $44.02        | 0.00%             | 2025-09-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6836420.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3658 | PA      | $521.29       | 0.00%             | 2035-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5767523.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17755 | PA      | $0.93         | 0.00%             | 2034-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7628791.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $15.74        | 0.00%             | 2025-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 3140QFLK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4514661 | PA      | $3758673.82   | 0.12%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-12017319.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13983 | PA      | $14199.37     | 0.00%             | 2027-03-09      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2215661.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5888 | PA      | $5771.01      | 0.00%             | 2026-12-09      | Fixed         | 28.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6490386.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1645 | PA      | $8.41         | 0.00%             | 2034-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7816187.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3784 | PA      | $3615.90      | 0.00%             | 2025-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2075115.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2876 | PA      | $2831.99      | 0.00%             | 2026-11-18      | Fixed         | 29.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7855910.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1157 | PA      | $1141.69      | 0.00%             | 2025-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6809289.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12073 | PA      | $115.42       | 0.00%             | 2035-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-12231521.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16400 | PA      | $16997.85     | 0.00%             | 2027-01-26      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991298377.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-06-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5220666.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       343 | PA      | $0.00         | 0.00%             | 2033-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11301237.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9781 | PA      | $10246.89     | 0.00%             | 2027-06-02      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8209356.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1926 | PA      | $1889.01      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2072338.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2809 | PA      | $2738.28      | 0.00%             | 2026-11-18      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11410923.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4464 | PA      | $4699.35      | 0.00%             | 2026-12-28      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7394433.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3129 | PA      | $2476.93      | 0.00%             | 2025-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 3140QNEY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2817172 | PA      | $2237591.48   | 0.07%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7981227.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        82 | PA      | $80.45        | 0.00%             | 2026-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10476920.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2445 | PA      | $2456.16      | 0.00%             | 2025-09-06      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2218752.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       640 | PA      | $626.19       | 0.00%             | 2026-12-09      | Fixed         | 24.44%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182871003.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8219 | PA      | $8482.85      | 0.00%             | 2026-11-03      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184009395.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12771 | PA      | $12547.06     | 0.00%             | 2026-12-10      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8198902.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24530 | PA      | $21342.43     | 0.00%             | 2026-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7615548.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $1.21         | 0.00%             | 2025-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4928138.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6946 | PA      | $0.00         | 0.00%             | 2033-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09352779.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       663 | PA      | $665.42       | 0.00%             | 2025-07-10      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183680345.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5550 | PA      | $5534.91      | 0.00%             | 2026-12-10      | Fixed         | 16.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4993286.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1167 | PA      | $0.00         | 0.00%             | 2033-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7230286.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4840 | PA      | $188.08       | 0.00%             | 2035-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8081422.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5830 | PA      | $5720.91      | 0.00%             | 2026-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5024347.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2526 | PA      | $0.00         | 0.00%             | 2033-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09019999.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11015 | PA      | $11132.91     | 0.00%             | 2026-04-22      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5251513.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1257 | PA      | $0.00         | 0.00%             | 2033-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5666857.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50254 | PA      | $0.00         | 0.00%             | 2034-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8152791.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8331 | PA      | $6553.79      | 0.00%             | 2026-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6674370.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12265 | PA      | $73.15        | 0.00%             | 2034-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7464926.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4451 | PA      | $2844.05      | 0.00%             | 2025-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8100679.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4408 | PA      | $4368.93      | 0.00%             | 2026-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7798612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       866 | PA      | $530.64       | 0.00%             | 2025-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7606974.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1420 | PA      | $1332.97      | 0.00%             | 2025-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Lonza Group AG                                                                    | Lonza Group AG, First Lien, USD CME Term Loan, B                                                  | CUSIP: L4780EAC8<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    497503 | PA      | $456459.12    | 0.01%             | 2028-07-03      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Klockner Pentaplast of America, Inc.                                              | Klockner Pentaplast of America, Inc., First Lien, USD CME Term Loan, B                            | CUSIP: 49865NAT7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    402361 | PA      | $364036.05    | 0.01%             | 2026-02-09      | Variable      | 9.23%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5303325.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2069 | PA      | $0.08         | 0.00%             | 2033-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5543476.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       697 | PA      | $0.02         | 0.00%             | 2033-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2221765.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4177 | PA      | $4062.99      | 0.00%             | 2027-05-10      | Fixed         | 7.56%                 | No            |                  3 | On Loan: No      |
| US Anesthesia Partners, Inc.                                                      | US Anesthesia Partners, Inc., First Lien, Initial CME Term Loan                                   | CUSIP: 90350HAL3<br>LEI: 549300J001GMNRO7SQ51 | Long             | LON              | CORP              | US        |    807833 | PA      | $800610.81    | 0.03%             | 2028-10-02      | Variable      | 8.69%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1617253.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5557 | PA      | $5479.66      | 0.00%             | 2026-08-24      | Fixed         | 25.15%                | No            |                  3 | On Loan: No      |
| WaterBridge Midstream Operating LLC                                               | WaterBridge Midstream Operating LLC, First Lien, Initial CME Term Loan                            | CUSIP: 94120XAF2<br>LEI: 549300DVU86VSP486341 | Long             | LON              | CORP              | US        |    497500 | PA      | $476493.06    | 0.02%             | 2029-06-21      | Variable      | 9.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5816654.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13550 | PA      | $0.00         | 0.00%             | 2034-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8069832.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3555 | PA      | $3478.30      | 0.00%             | 2026-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31412XYJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3001 | PA      | $3080.11      | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991389147.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $15.12        | 0.00%             | 2026-12-19      | Fixed         | 22.36%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1604105.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10103 | PA      | $10051.88     | 0.00%             | 2026-08-12      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10211394.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7321 | PA      | $7422.76      | 0.00%             | 2026-09-30      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4881733.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       726 | PA      | $0.15         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6705796.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7590 | PA      | $66.91        | 0.00%             | 2034-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1617548.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1812 | PA      | $1785.08      | 0.00%             | 2026-08-24      | Fixed         | 21.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7248009.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1241 | PA      | $891.82       | 0.00%             | 2035-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AZZ, Inc.                                                                         | AZZ, Inc., First Lien, Initial CME Term Loan                                                      | CUSIP: 00247NAG7<br>LEI: 549300HD1X2NFLWPYC83 | Long             | LON              | CORP              | US        |    174069 | PA      | $174221.73    | 0.01%             | 2029-05-14      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1657014.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13118 | PA      | $13216.01     | 0.00%             | 2026-10-29      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5089593.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3289 | PA      | $0.00         | 0.00%             | 2033-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7487915.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27882 | PA      | $20304.16     | 0.00%             | 2025-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2215303.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3132 | PA      | $3060.67      | 0.00%             | 2026-12-09      | Fixed         | 20.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4756626.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       371 | PA      | $0.00         | 0.00%             | 2033-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1996185.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2158 | PA      | $2128.89      | 0.00%             | 2026-11-08      | Fixed         | 20.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1995850.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       522 | PA      | $512.01       | 0.00%             | 2026-11-08      | Fixed         | 29.69%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1628431.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4557 | PA      | $4560.42      | 0.00%             | 2026-09-30      | Fixed         | 16.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8162785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1515 | PA      | $1174.44      | 0.00%             | 2026-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11279539.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2345 | PA      | $2368.68      | 0.00%             | 2026-01-09      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| GNMA                                                                              | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179YDK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         0 | PA      | $0.23         | 0.00%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6972677.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       353 | PA      | $204.62       | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2069944.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4183 | PA      | $4134.50      | 0.00%             | 2026-11-18      | Fixed         | 18.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7703885.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2890 | PA      | $382.45       | 0.00%             | 2025-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2213572.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       849 | PA      | $830.55       | 0.00%             | 2026-12-09      | Fixed         | 21.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2221125.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1003 | PA      | $977.95       | 0.00%             | 2027-05-10      | Fixed         | 15.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7461204.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       583 | PA      | $34.94        | 0.00%             | 2025-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8056546.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $67.61        | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31385PZ64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1124 | PA      | $1127.24      | 0.00%             | 2030-07-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| K2016470219 South Africa Ltd.                                                     | K2016470219 South Africa Ltd., Class A                                                            | CUSIP: N/A<br>LEI: 378900DECAC8CFA88345       | Long             | EC               | CORP              | ZA        |  28762824 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8057890.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5166 | PA      | $4890.61      | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1630432.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4405 | PA      | $4433.62      | 0.00%             | 2026-09-27      | Fixed         | 15.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5325685.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       671 | PA      | $0.00         | 0.00%             | 2033-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Fiserv, Inc.                                                                      | Fiserv, Inc.                                                                                      | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   9100000 | PA      | $8222668.45   | 0.27%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31335GNC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        66 | PA      | $68.03        | 0.00%             | 2026-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184224030.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8472 | PA      | $8418.01      | 0.00%             | 2026-12-23      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1619050.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1731 | PA      | $1711.19      | 0.00%             | 2027-01-25      | Fixed         | 15.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5587897.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21318 | PA      | $0.00         | 0.00%             | 2033-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5495244.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1565 | PA      | $0.00         | 0.00%             | 2033-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7628118.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       593 | PA      | $553.76       | 0.00%             | 2025-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA                                                                                              | CUSIP: 31373KHT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    326536 | PA      | $320710.74    | 0.01%             | 2034-09-01      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2217133.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9826 | PA      | $9599.00      | 0.00%             | 2026-12-09      | Fixed         | 11.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7792924.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2091 | PA      | $1886.12      | 0.00%             | 2025-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1648636.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       765 | PA      | $766.92       | 0.00%             | 2026-10-27      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| UTEX Industries, Inc.                                                             | UTEX Industries, Inc.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4843 | NS      | $216471.25    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                                            | Prologis Targeted US Logistics Fund LP                                                            | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2570752.70   | 0.08%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7294015.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       194 | PA      | $171.43       | 0.00%             | 2025-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2221560.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1187 | PA      | $626.25       | 0.00%             | 2026-12-10      | Fixed         | 25.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5832996.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       465 | PA      | $0.00         | 0.00%             | 2034-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8201149.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4080 | PA      | $2820.82      | 0.00%             | 2026-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991113363.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-24      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1620525.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2105 | PA      | $2112.43      | 0.00%             | 2026-08-24      | Fixed         | 16.40%                | No            |                  3 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Notes                                                                               | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  77600000 | PA      | $78142593.94  | 2.55%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1991181.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5375 | PA      | $5240.57      | 0.00%             | 2027-04-08      | Fixed         | 20.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7783246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1495 | PA      | $29.37        | 0.00%             | 2025-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7963552.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1895 | PA      | $1873.14      | 0.00%             | 2026-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1618114.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1282 | PA      | $1264.42      | 0.00%             | 2026-08-24      | Fixed         | 25.78%                | No            |                  3 | On Loan: No      |
| Intelligent Packaging Ltd. Finco, Inc. / Intelligent Packaging Ltd. Co-Issuer LLC | Intelligent Packaging Ltd. Finco, Inc. / Intelligent Packaging Ltd. Co-Issuer LLC                 | CUSIP: 45827MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    525000 | PA      | $521894.52    | 0.02%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991342598.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.03         | 0.00%             | 2030-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11306719.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6375 | PA      | $6467.36      | 0.00%             | 2027-01-08      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Gogo Intermediate Holdings LLC                                                    | Gogo Intermediate Holdings LLC, First Lien, Initial CME Term Loan                                 | CUSIP: 38046JAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    550000 | PA      | $522670.50    | 0.02%             | 2028-05-01      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4868584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5694 | PA      | $0.00         | 0.00%             | 2033-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6904370.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3220 | PA      | $35.94        | 0.00%             | 2035-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1617836.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2178 | PA      | $153.65       | 0.00%             | 2026-08-24      | Fixed         | 29.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7959166.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3376 | PA      | $3197.41      | 0.00%             | 2026-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6136825.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2392 | PA      | $0.00         | 0.00%             | 2034-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3133KNEE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991259944.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $3.41         | 0.00%             | 2030-02-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7492564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6969 | PA      | $4243.56      | 0.00%             | 2025-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2071378.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3245 | PA      | $3187.61      | 0.00%             | 2026-11-18      | Fixed         | 20.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6464900.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4011 | PA      | $11.62        | 0.00%             | 2034-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2220064.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1151 | PA      | $1128.15      | 0.00%             | 2026-12-10      | Fixed         | 27.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4832985.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12795 | PA      | $0.62         | 0.00%             | 2033-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7989702.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8313 | PA      | $7961.31      | 0.00%             | 2026-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183607115.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10006 | PA      | $9910.05      | 0.00%             | 2026-12-10      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8100231.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1673 | PA      | $1646.63      | 0.00%             | 2026-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991283292.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $3.45         | 0.00%             | 2029-12-15      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-12228409.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6485 | PA      | $6733.76      | 0.00%             | 2027-03-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8005637.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6177 | PA      | $4978.62      | 0.00%             | 2026-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5902007.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1148 | PA      | $0.00         | 0.00%             | 2034-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1988366.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3464 | PA      | $3405.77      | 0.00%             | 2027-04-08      | Fixed         | 30.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1699219.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5452 | PA      | $5339.68      | 0.00%             | 2026-09-13      | Fixed         | 19.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2221936.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2628 | PA      | $2568.79      | 0.00%             | 2026-12-10      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8090826.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1131 | PA      | $1010.32      | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Froneri International Ltd.                                                        | Froneri International Ltd., First Lien, CME Term Loan, B4                                         | CUSIP: G3679YAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    775547 | PA      | $771057.02    | 0.03%             | 2031-09-30      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8165510.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4478 | PA      | $4363.34      | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991258611.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       818 | PA      | $826.36       | 0.00%             | 2025-11-14      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183789584.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8147 | PA      | $0.00         | 0.00%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2216442.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4602 | PA      | $4511.44      | 0.00%             | 2026-12-09      | Fixed         | 29.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6627396.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8593 | PA      | $22.45        | 0.00%             | 2034-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7457066.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3840 | PA      | $2984.73      | 0.00%             | 2025-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31371H6S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2146 | PA      | $2225.86      | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7438902.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6250 | PA      | $2932.95      | 0.00%             | 2025-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  39973689 | PA      | $37345344.79  | 1.22%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7633539.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5131 | PA      | $3743.98      | 0.00%             | 2025-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7945084.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6269 | PA      | $5052.40      | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6235468.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2236 | PA      | $0.47         | 0.00%             | 2034-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5530682.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8257 | PA      | $0.00         | 0.00%             | 2033-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183430676.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10113 | PA      | $10422.13     | 0.00%             | 2026-11-23      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183499719.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7140 | PA      | $2585.82      | 0.00%             | 2027-02-28      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1878278.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3890 | PA      | $3845.52      | 0.00%             | 2026-10-19      | Fixed         | 16.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7473053.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24268 | PA      | $17420.03     | 0.00%             | 2025-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Clover Holdings 2 LLC                                                             | Clover Holdings 2 LLC, First Lien, Initial CME Term Loan                                          | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    506888 | PA      | $506888.36    | 0.02%             | 2031-12-09      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5732481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       913 | PA      | $0.00         | 0.00%             | 2034-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8123971.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       443 | PA      | $426.28       | 0.00%             | 2026-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5656707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3920 | PA      | $0.34         | 0.00%             | 2034-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5178623.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2451 | PA      | $0.00         | 0.00%             | 2033-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8185742.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2666 | PA      | $2570.75      | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1998913.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1931 | PA      | $486.77       | 0.00%             | 2026-11-08      | Fixed         | 15.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7730733.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       396 | PA      | $314.93       | 0.00%             | 2025-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11740044.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17719 | PA      | $3764.96      | 0.00%             | 2026-12-28      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183943387.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9898 | PA      | $9837.79      | 0.00%             | 2026-12-13      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2074108.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1348 | PA      | $1330.39      | 0.00%             | 2027-04-18      | Fixed         | 16.87%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11807542.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16773 | PA      | $17033.12     | 0.00%             | 2027-02-12      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| GNMA                                                                              | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202CZ48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       340 | PA      | $347.29       | 0.00%             | 2028-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7449674.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2832 | PA      | $748.38       | 0.00%             | 2025-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                             | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31292HEG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       536 | PA      | $564.41       | 0.00%             | 2030-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5297998.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       636 | PA      | $0.01         | 0.00%             | 2033-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1616477.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3143 | PA      | $3091.05      | 0.00%             | 2027-01-24      | Fixed         | 19.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2073048.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2160 | PA      | $2123.15      | 0.00%             | 2026-11-18      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2219361.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7535 | PA      | $7397.21      | 0.00%             | 2026-12-10      | Fixed         | 31.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2070587.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3167 | PA      | $3128.86      | 0.00%             | 2026-11-18      | Fixed         | 14.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991215907.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       819 | PA      | $840.72       | 0.00%             | 2026-11-12      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| McCormick & Co., Inc.                                                             | McCormick & Co., Inc.                                                                             | CUSIP: 579780AT4<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6959706.18   | 0.23%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                                                         | Flex Ltd.                                                                                         | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    900000 | PA      | $884823.39    | 0.03%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-12236342.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6840 | PA      | $7097.44      | 0.00%             | 2026-03-08      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7830209.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       493 | PA      | $486.25       | 0.00%             | 2025-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7350007.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       601 | PA      | $534.73       | 0.00%             | 2025-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| First Student Bidco, Inc.                                                         | First Student Bidco, Inc., First Lien, Initial CME Term Loan, C                                   | CUSIP: 33718FAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    125490 | PA      | $125127.50    | 0.00%             | 2028-07-21      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31297DT32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8790 | PA      | $9050.61      | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5670219.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1996 | PA      | $0.00         | 0.00%             | 2034-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5726619.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11825 | PA      | $1.32         | 0.00%             | 2034-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AthenaHealth Group, Inc.                                                          | AthenaHealth Group, Inc., First Lien, Initial CME Term Loan                                       | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    535878 | PA      | $532279.44    | 0.02%             | 2029-02-15      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7349176.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4429 | PA      | $93.31        | 0.00%             | 2025-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7984914.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3694 | PA      | $3226.21      | 0.00%             | 2026-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182715994.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4850 | PA      | $4834.27      | 0.00%             | 2026-11-03      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7256218.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6270 | PA      | $187.28       | 0.00%             | 2035-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7590816.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       341 | PA      | $135.70       | 0.00%             | 2025-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Connecticut Avenue Securities Trust                                               | Connecticut Avenue Securities Trust, Series 2025-R03, Class 2A1                                   | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2813000 | PA      | $2825306.88   | 0.09%             | 2045-03-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2215916.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       869 | PA      | $853.12       | 0.00%             | 2026-12-09      | Fixed         | 31.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5309472.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3112 | PA      | $0.00         | 0.00%             | 2033-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor, Inc.                        | Directv Financing LLC / Directv Financing Co-Obligor, Inc.                                        | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3869554.84   | 0.13%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31411F4V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2071 | PA      | $2119.38      | 0.00%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991356469.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $10.84        | 0.00%             | 2026-12-07      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| GNMA                                                                              | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DMR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       505 | PA      | $528.29       | 0.00%             | 2031-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09778508.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8416 | PA      | $8513.53      | 0.00%             | 2026-08-15      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5644715.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4969 | PA      | $0.00         | 0.00%             | 2034-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                              | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179W2T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2929748 | PA      | $2392607.34   | 0.08%             | 2052-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991032115.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-12      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Signia Aerospace LLC                                                              | Signia Aerospace LLC, First Lien, Initial CME Term Loan                                           | CUSIP: 82670NAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    291937 | PA      | $289565.00    | 0.01%             | 2031-12-11      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1991956.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       872 | PA      | $860.15       | 0.00%             | 2026-11-08      | Fixed         | 21.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4986950.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1026 | PA      | $0.00         | 0.00%             | 2033-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7928480.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       679 | PA      | $657.45       | 0.00%             | 2025-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7824941.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21450 | PA      | $19701.38     | 0.00%             | 2025-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1989848.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3317 | PA      | $3246.55      | 0.00%             | 2026-11-08      | Fixed         | 24.75%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183965552.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6420 | PA      | $6393.88      | 0.00%             | 2026-12-16      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8119176.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       940 | PA      | $888.30       | 0.00%             | 2026-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1613929.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4479 | PA      | $4342.67      | 0.00%             | 2026-08-24      | Fixed         | 6.38%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  40483272 | PA      | $38813457.89  | 1.27%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7821101.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4175 | PA      | $44.68        | 0.00%             | 2025-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7809092.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4142 | PA      | $1659.80      | 0.00%             | 2025-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2072059.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2200 | PA      | $2166.04      | 0.00%             | 2026-11-18      | Fixed         | 30.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1994718.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6940 | PA      | $6758.72      | 0.00%             | 2026-11-08      | Fixed         | 8.83%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6888984.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9218 | PA      | $108.70       | 0.00%             | 2035-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991216498.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2210 | PA      | $57.19        | 0.00%             | 2025-12-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182934282.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5636 | PA      | $5622.48      | 0.00%             | 2026-11-04      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5805328.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       297 | PA      | $0.02         | 0.00%             | 2034-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1660783.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6865 | PA      | $6820.93      | 0.00%             | 2026-11-12      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1988372.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2606 | PA      | $1677.21      | 0.00%             | 2027-04-23      | Fixed         | 13.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7993622.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4215 | PA      | $4077.06      | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6406738.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2921 | PA      | $3.01         | 0.00%             | 2034-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5778756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2847 | PA      | $0.00         | 0.00%             | 2034-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BPCE SA                                                                           | BPCE SA                                                                                           | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   7000000 | PA      | $7162445.08   | 0.23%             | 2030-01-18      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                         | Carlyle Global Market Strategies CLO Ltd., Series 2014-1A, Class A1R2                             | CUSIP: 14310MAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    167090 | PA      | $167110.46    | 0.01%             | 2031-04-17      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-08979983.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3566 | PA      | $3642.31      | 0.00%             | 2026-05-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8082125.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6735 | PA      | $6557.86      | 0.00%             | 2026-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8145726.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       344 | PA      | $341.02       | 0.00%             | 2026-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5378398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32690 | PA      | $0.61         | 0.00%             | 2033-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8148293.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3558 | PA      | $3380.15      | 0.00%             | 2026-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2221547.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1740 | PA      | $1706.82      | 0.00%             | 2026-12-10      | Fixed         | 28.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5756490.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28616 | PA      | $0.00         | 0.00%             | 2034-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8061979.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2431 | PA      | $2398.01      | 0.00%             | 2026-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6861516.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2500 | PA      | $24.73        | 0.00%             | 2035-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1881188.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       917 | PA      | $901.13       | 0.00%             | 2026-10-19      | Fixed         | 17.77%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991415873.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-12-17      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5134453.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       589 | PA      | $0.00         | 0.00%             | 2033-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1612245.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1443 | PA      | $1400.10      | 0.00%             | 2026-08-23      | Fixed         | 7.13%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7844687.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13610 | PA      | $9951.05      | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1877450.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1365 | PA      | $1338.60      | 0.00%             | 2026-10-19      | Fixed         | 14.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7839465.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       950 | PA      | $615.76       | 0.00%             | 2025-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| First Eagle Holdings, Inc.                                                        | First Eagle Holdings, Inc., First Lien, CME Term Loan, B2                                         | CUSIP: 05554JAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    534600 | PA      | $533894.33    | 0.02%             | 2029-03-05      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2074932.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4425 | PA      | $3023.71      | 0.00%             | 2026-11-18      | Fixed         | 23.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1995842.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1474 | PA      | $1443.33      | 0.00%             | 2026-11-08      | Fixed         | 18.87%                | No            |                  3 | On Loan: No      |
| Vistra Operations Co. LLC                                                         | Vistra Operations Co. LLC                                                                         | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2149014.00   | 0.07%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1706771.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6022 | PA      | $5895.78      | 0.00%             | 2026-09-13      | Fixed         | 9.86%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09351977.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6839 | PA      | $7027.58      | 0.00%             | 2026-07-10      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10199991.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7596 | PA      | $7732.11      | 0.00%             | 2026-10-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 3140QNGE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8052759.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21984 | PA      | $20931.28     | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7928507.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2481 | PA      | $2145.10      | 0.00%             | 2025-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8211313.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1977 | PA      | $1946.42      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7378930.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1442 | PA      | $917.76       | 0.00%             | 2025-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Pacific Gas and Electric Co.                                                      | Pacific Gas and Electric Co.                                                                      | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   7300000 | PA      | $6516088.70   | 0.21%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8012558.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1076 | PA      | $1035.53      | 0.00%             | 2026-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6429767.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7138 | PA      | $44.01        | 0.00%             | 2034-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7061463.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14436 | PA      | $379.71       | 0.00%             | 2035-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5862832.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20291 | PA      | $4.10         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184003793.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1421 | PA      | $1413.81      | 0.00%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991251748.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1877802.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3328 | PA      | $3273.35      | 0.00%             | 2026-10-19      | Fixed         | 26.08%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-12246518.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10932 | PA      | $3340.37      | 0.00%             | 2027-03-13      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7296773.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       192 | PA      | $132.91       | 0.00%             | 2025-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11283905.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20931 | PA      | $21332.86     | 0.00%             | 2026-12-21      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                   | CFCRE Commercial Mortgage Trust, Series 2016-C7, Class A3                                         | CUSIP: 12532BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3055000 | PA      | $3008731.41   | 0.10%             | 2054-12-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1608397.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       461 | PA      | $459.12       | 0.00%             | 2026-09-14      | Fixed         | 20.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6356496.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17258 | PA      | $35.82        | 0.00%             | 2034-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 15 Year                                                                                     | CUSIP: 31418ECU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.02         | 0.00%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DJA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6172 | PA      | $6439.07      | 0.00%             | 2030-08-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991261757.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-02-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Acuren Holdings, Inc.                                                             | Acuren Holdings, Inc., First Lien, Amendment No. 1 CME Term Loan                                  | CUSIP: 00036YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2031-07-30      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5131068.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       995 | PA      | $0.00         | 0.00%             | 2033-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7960911.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       794 | PA      | $774.66       | 0.00%             | 2026-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Radiology Partners, Inc.                                                          | Radiology Partners, Inc., First Lien, CME Term Loan, B                                            | CUSIP: 75041EAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    527124 | PA      | $511244.41    | 0.02%             | 2029-01-31      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991071859.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-11-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1706806.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2421 | PA      | $2375.13      | 0.00%             | 2026-09-13      | Fixed         | 15.22%                | No            |                  3 | On Loan: No      |
| N/A                                                                               | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  34300000 | PA      | $1752637.43   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6136354.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6097 | PA      | $0.00         | 0.00%             | 2034-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1880160.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2057 | PA      | $2021.63      | 0.00%             | 2026-10-19      | Fixed         | 22.89%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1659106.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5961 | PA      | $6204.55      | 0.00%             | 2027-05-09      | Fixed         | 22.55%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11787878.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3553 | PA      | $3676.80      | 0.00%             | 2027-02-10      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1998543.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9737 | PA      | $2223.21      | 0.00%             | 2027-09-13      | Fixed         | 22.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4837116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2784 | PA      | $0.00         | 0.00%             | 2033-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7774669.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       150 | PA      | $148.94       | 0.00%             | 2025-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7850921.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3159 | PA      | $3114.33      | 0.00%             | 2025-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8194284.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3698 | PA      | $3511.75      | 0.00%             | 2026-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2214140.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       725 | PA      | $710.26       | 0.00%             | 2026-12-09      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6444790.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2054 | PA      | $2.83         | 0.00%             | 2034-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5325032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1289 | PA      | $0.00         | 0.00%             | 2033-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6888845.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2177 | PA      | $24.01        | 0.00%             | 2035-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10203378.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2484 | PA      | $2489.53      | 0.00%             | 2026-11-01      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8184632.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16057 | PA      | $15333.00     | 0.00%             | 2026-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8191608.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1493 | PA      | $1465.54      | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5062144.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       400 | PA      | $0.00         | 0.00%             | 2033-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5542232.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9576 | PA      | $0.13         | 0.00%             | 2033-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184214073.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5916 | PA      | $6098.20      | 0.00%             | 2026-12-17      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                             | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128MJBG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20674 | PA      | $21788.99     | 0.00%             | 2035-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7287890.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       939 | PA      | $572.00       | 0.00%             | 2025-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AT&T, Inc.                                                                        | AT&T, Inc.                                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  21000000 | PA      | $17336595.15  | 0.57%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1705888.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1291 | PA      | $1268.75      | 0.00%             | 2026-09-13      | Fixed         | 30.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1706066.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1705 | PA      | $1675.26      | 0.00%             | 2026-09-13      | Fixed         | 18.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5074740.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3030 | PA      | $0.00         | 0.00%             | 2033-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4840766.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2241 | PA      | $0.24         | 0.00%             | 2033-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8187684.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1905 | PA      | $1893.03      | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4937255.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1941 | PA      | $0.10         | 0.00%             | 2033-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09012359.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5378 | PA      | $5622.11      | 0.00%             | 2026-06-23      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183916918.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9480 | PA      | $9444.56      | 0.00%             | 2026-12-15      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183200190.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2553 | PA      | $2581.62      | 0.00%             | 2026-11-16      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6667033.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3156 | PA      | $31.24        | 0.00%             | 2034-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1994028.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3160 | PA      | $3091.19      | 0.00%             | 2026-11-08      | Fixed         | 24.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5721008.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4207 | PA      | $0.00         | 0.00%             | 2034-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2072070.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       309 | PA      | $84.80        | 0.00%             | 2035-04-18      | Fixed         | 14.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2214523.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9812 | PA      | $9556.31      | 0.00%             | 2026-12-09      | Fixed         | 9.75%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6679967.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     56591 | PA      | $294.78       | 0.00%             | 2034-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7956978.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3117 | PA      | $1088.61      | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183612692.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5740 | PA      | $5712.48      | 0.00%             | 2026-12-17      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182977646.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12540 | PA      | $12513.04     | 0.00%             | 2026-11-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2071617.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       368 | PA      | $321.71       | 0.00%             | 2035-04-18      | Fixed         | 24.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7895708.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1059 | PA      | $1038.33      | 0.00%             | 2025-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1877722.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9280 | PA      | $432.85       | 0.00%             | 2027-03-19      | Fixed         | 20.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2222412.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       393 | PA      | $382.37       | 0.00%             | 2026-12-10      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2220260.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20133 | PA      | $19676.05     | 0.00%             | 2026-12-10      | Fixed         | 12.23%                | No            |                  3 | On Loan: No      |
| TotalEnergies Capital SA                                                          | TotalEnergies Capital SA                                                                          | CUSIP: 89157XAD3<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   3820000 | PA      | $3743702.22   | 0.12%             | 2034-09-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8059395.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $24.05        | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1993366.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       789 | PA      | $771.92       | 0.00%             | 2026-11-08      | Fixed         | 14.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8202739.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2955 | PA      | $2911.78      | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5078382.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       979 | PA      | $0.01         | 0.00%             | 2033-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8149578.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       150 | PA      | $149.44       | 0.00%             | 2026-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1990551.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5317 | PA      | $5207.47      | 0.00%             | 2026-11-08      | Fixed         | 26.95%                | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 3140MMX94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7847955.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       769 | PA      | $764.17       | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11789087.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6612 | PA      | $6881.15      | 0.00%             | 2026-12-29      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWEK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  92660676 | PA      | $88825509.39  | 2.90%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                               | Peer Holding III BV, First Lien, CME Term Loan, B5B                                               | CUSIP: N6872NAN6<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    229996 | PA      | $229349.44    | 0.01%             | 2031-07-01      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7123188.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       423 | PA      | $14.60        | 0.00%             | 2035-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991148029.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7611675.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1898 | PA      | $1573.06      | 0.00%             | 2025-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8034608.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1172 | PA      | $1164.02      | 0.00%             | 2026-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7956696.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6000 | PA      | $2585.55      | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Ontario Gaming GTA LP                                                             | Ontario Gaming GTA LP, First Lien, CME Term Loan, B                                               | CUSIP: C6907UAB7<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |     57800 | PA      | $56080.79     | 0.00%             | 2030-08-01      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7964369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       555 | PA      | $245.99       | 0.00%             | 2026-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ConocoPhillips Co.                                                                | ConocoPhillips Co.                                                                                | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2503897.15   | 0.08%             | 2033-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7947201.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       904 | PA      | $173.07       | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1625255.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2821 | PA      | $2815.15      | 0.00%             | 2026-09-23      | Fixed         | 13.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8157912.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3980 | PA      | $3884.59      | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6037075.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2702 | PA      | $0.15         | 0.00%             | 2034-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1991475.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       882 | PA      | $862.02       | 0.00%             | 2026-11-08      | Fixed         | 22.35%                | No            |                  3 | On Loan: No      |
| Marble Point CLO XV Ltd.                                                          | Marble Point CLO XV Ltd., Series 2019-1A, Class A1R2                                              | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-CBDO         | CORP              | KY        |   2903201 | PA      | $2893359.14   | 0.09%             | 2032-07-23      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10352498.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5452 | PA      | $5664.46      | 0.00%             | 2026-10-28      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Scientific Games Holdings LP                                                      | Scientific Games Holdings LP, First Lien, 2024 Refinancing Dollar CME Term Loan                   | CUSIP: 80875CAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    528693 | PA      | $524727.60    | 0.02%             | 2029-04-04      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991045601.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-13      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183673632.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6477 | PA      | $6376.34      | 0.00%             | 2026-12-18      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2074700.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2715 | PA      | $2684.88      | 0.00%             | 2026-11-18      | Fixed         | 18.17%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182249975.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5811 | PA      | $5959.68      | 0.00%             | 2026-11-01      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5890737.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31239 | PA      | $1.02         | 0.00%             | 2034-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31405RRN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7059 | PA      | $7291.53      | 0.00%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 3140QQBA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                                | United Airlines Pass-Through Trust, Series 2020-1, Class B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    498562 | PA      | $496879.85    | 0.02%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DNJH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2765967 | PA      | $2498445.10   | 0.08%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1607977.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1796 | PA      | $1861.31      | 0.00%             | 2026-08-13      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                             | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31292GT71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1347 | PA      | $1407.95      | 0.00%             | 2028-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1997469.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3797 | PA      | $3717.30      | 0.00%             | 2026-11-15      | Fixed         | 17.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5310909.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14880 | PA      | $0.23         | 0.00%             | 2033-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7151519.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7613 | PA      | $152.87       | 0.00%             | 2035-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7986117.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9182 | PA      | $8571.13      | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Five Corners Funding Trust II                                                     | Five Corners Funding Trust II                                                                     | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2755533.42   | 0.09%             | 2030-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5588620.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4534 | PA      | $0.00         | 0.00%             | 2033-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Paramount Global                                                                  | Paramount Global                                                                                  | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8951260.10   | 0.29%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991080210.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       290 | PA      | $290.10       | 0.00%             | 2027-06-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5126318.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       305 | PA      | $0.03         | 0.00%             | 2033-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 181324642.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19185 | PA      | $0.00         | 0.00%             | 2026-10-13      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184309308.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3937 | PA      | $3888.87      | 0.00%             | 2026-12-21      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7526223.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1677 | PA      | $1477.23      | 0.00%             | 2025-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1996991.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10186 | PA      | $9921.43      | 0.00%             | 2026-11-08      | Fixed         | 9.23%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5059779.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14349 | PA      | $0.59         | 0.00%             | 2033-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1619757.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2639 | PA      | $2591.06      | 0.00%             | 2026-08-25      | Fixed         | 12.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5158276.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4505 | PA      | $0.00         | 0.00%             | 2033-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8038837.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3145 | PA      | $3126.64      | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5473236.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6897 | PA      | $0.00         | 0.00%             | 2033-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8029194.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1269 | PA      | $1192.76      | 0.00%             | 2026-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 3140QM3Y8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.01         | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09759659.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10315 | PA      | $10458.11     | 0.00%             | 2026-08-25      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Enterprise Products Operating LLC                                                 | Enterprise Products Operating LLC                                                                 | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1906572.16   | 0.06%             | 2029-07-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182999357.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       930 | PA      | $925.52       | 0.00%             | 2025-07-08      | Fixed         | 18.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7967036.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2704 | PA      | $2673.64      | 0.00%             | 2026-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182425449.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6865 | PA      | $1393.86      | 0.00%             | 2026-11-02      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7606209.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2452 | PA      | $2163.12      | 0.00%             | 2025-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                              | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179YS88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         0 | PA      | $0.00         | 0.00%             | 2054-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8210859.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6186 | PA      | $5896.79      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4884630.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       527 | PA      | $0.00         | 0.00%             | 2033-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2213785.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1770 | PA      | $443.92       | 0.00%             | 2026-12-09      | Fixed         | 30.97%                | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 3140XD5G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31390REP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       196 | PA      | $201.34       | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09328185.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11413 | PA      | $11563.04     | 0.00%             | 2026-07-12      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7859564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       964 | PA      | $949.56       | 0.00%             | 2025-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 15 Year                                                                                     | CUSIP: 31418EJU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3759504 | PA      | $3571680.08   | 0.12%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6442143.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       624 | PA      | $0.88         | 0.00%             | 2034-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| T-Mobile USA, Inc.                                                                | T-Mobile USA, Inc.                                                                                | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6506727.57   | 0.21%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                    | Var Energi ASA                                                                                    | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   6500000 | PA      | $7085832.85   | 0.23%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5741480.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $0.04         | 0.00%             | 2034-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7347161.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1612 | PA      | $66.78        | 0.00%             | 2025-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11386113.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3161 | PA      | $3270.77      | 0.00%             | 2026-11-25      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1612759.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1679 | PA      | $1638.63      | 0.00%             | 2026-08-23      | Fixed         | 7.70%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31402EXP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17809 | PA      | $18662.32     | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10195666.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11667 | PA      | $12102.66     | 0.00%             | 2026-08-20      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7641906.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20916 | PA      | $15370.14     | 0.00%             | 2025-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5804251.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3982 | PA      | $0.60         | 0.00%             | 2034-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8091069.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6419 | PA      | $6333.76      | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1877074.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17529 | PA      | $2644.74      | 0.00%             | 2027-03-19      | Fixed         | 25.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2217862.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4453 | PA      | $4389.93      | 0.00%             | 2026-12-09      | Fixed         | 16.51%                | No            |                  3 | On Loan: No      |
| BP Capital Markets America, Inc.                                                  | BP Capital Markets America, Inc.                                                                  | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2263397.36   | 0.07%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183905553.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2663 | PA      | $2611.07      | 0.00%             | 2026-12-16      | Fixed         | 13.44%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183154136.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4723 | PA      | $861.43       | 0.00%             | 2026-11-16      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7456558.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       440 | PA      | $418.00       | 0.00%             | 2025-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2216633.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       509 | PA      | $498.99       | 0.00%             | 2026-12-09      | Fixed         | 30.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7980829.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3561 | PA      | $3488.91      | 0.00%             | 2026-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7087923.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9288 | PA      | $306.76       | 0.00%             | 2035-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7502755.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1450 | PA      | $1406.60      | 0.00%             | 2025-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2219088.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9760 | PA      | $1389.96      | 0.00%             | 2026-12-13      | Fixed         | 10.44%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Club Certificate Issuer Trust I                     | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2020-7, Class PT                 | CUSIP: 21056VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12507 | PA      | $9996.52      | 0.00%             | 2045-04-17      | Variable      | 16.12%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2215903.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1958 | PA      | $1925.45      | 0.00%             | 2027-05-24      | Fixed         | 18.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5973170.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       733 | PA      | $0.01         | 0.00%             | 2034-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6258547.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6260 | PA      | $2.68         | 0.00%             | 2034-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Societe Generale SA                                                               | Societe Generale SA                                                                               | CUSIP: 83368RBR2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   6500000 | PA      | $6750366.03   | 0.22%             | 2029-01-10      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1651841.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2212 | PA      | $2205.59      | 0.00%             | 2026-11-08      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2074495.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3571 | PA      | $3510.50      | 0.00%             | 2026-11-18      | Fixed         | 19.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5646926.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4350 | PA      | $0.06         | 0.00%             | 2034-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7774012.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       329 | PA      | $325.23       | 0.00%             | 2025-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Pactiv Evergreen Group Holdings, Inc.                                             | Pactiv Evergreen Group Holdings, Inc., First Lien, CME Term Loan, B4                              | CUSIP: 69526MAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     77259 | PA      | $77439.30     | 0.00%             | 2028-09-25      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31296QKC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5366 | PA      | $5473.35      | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991208389.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11321062.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       589 | PA      | $589.30       | 0.00%             | 2026-01-03      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8083189.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4868 | PA      | $4832.83      | 0.00%             | 2026-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7121532.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1181 | PA      | $373.84       | 0.00%             | 2035-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6984837.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       394 | PA      | $219.34       | 0.00%             | 2035-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Spin Holdco, Inc.                                                                 | Spin Holdco, Inc., First Lien, Initial CME Term Loan                                              | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |    299725 | PA      | $246501.61    | 0.01%             | 2028-03-06      | Variable      | 8.56%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991451736.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $9.65         | 0.00%             | 2030-03-10      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6506724.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       191 | PA      | $1.11         | 0.00%             | 2034-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BBCMS Mortgage Trust                                                              | BBCMS Mortgage Trust, Series 2025-5C33, Class XA                                                  | CUSIP: 072924AH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  55720555 | PA      | $1952593.11   | 0.06%             | 2058-03-15      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11770041.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2947 | PA      | $3013.38      | 0.00%             | 2026-02-02      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5220688.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25349 | PA      | $4.84         | 0.00%             | 2033-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5701510.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       251 | PA      | $0.00         | 0.00%             | 2034-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6685190.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8219 | PA      | $52.19        | 0.00%             | 2034-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7374891.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2125 | PA      | $20.55        | 0.00%             | 2025-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1871750.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2418 | PA      | $2374.72      | 0.00%             | 2026-10-19      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                             | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128L04F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    110644 | PA      | $112826.03    | 0.00%             | 2037-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183529593.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7708 | PA      | $7676.14      | 0.00%             | 2026-12-22      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2024-87, Class FB                                                                    | CUSIP: 3136BTE66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14582776 | PA      | $14544157.82  | 0.48%             | 2054-12-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1613869.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       553 | PA      | $545.96       | 0.00%             | 2026-08-24      | Fixed         | 30.42%                | No            |                  3 | On Loan: No      |
| Radar Bidco SARL                                                                  | Radar Bidco SARL, First Lien, USD CME Term Loan, B2                                               | CUSIP: L7781HAD1<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    188238 | PA      | $185414.07    | 0.01%             | 2031-04-04      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7588555.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       804 | PA      | $10.83        | 0.00%             | 2025-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7971401.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17373 | PA      | $16798.93     | 0.00%             | 2026-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184062734.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2566 | PA      | $0.00         | 0.00%             | 2026-12-13      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5912428.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2401 | PA      | $0.27         | 0.00%             | 2034-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1878258.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3229 | PA      | $2141.85      | 0.00%             | 2026-10-19      | Fixed         | 14.16%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183470077.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10296 | PA      | $10283.50     | 0.00%             | 2026-11-24      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Virginia Electric and Power Co.                                                   | Virginia Electric and Power Co.                                                                   | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    520000 | PA      | $557675.18    | 0.02%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991179044.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       304 | PA      | $308.83       | 0.00%             | 2025-09-29      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184223937.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8125 | PA      | $8095.07      | 0.00%             | 2026-12-17      | Fixed         | 16.44%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-12244387.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13872 | PA      | $14121.60     | 0.00%             | 2027-03-12      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7951375.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4099 | PA      | $873.32       | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1988958.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       566 | PA      | $552.86       | 0.00%             | 2026-11-08      | Fixed         | 10.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5821739.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22142 | PA      | $2.22         | 0.00%             | 2034-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7649639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1049 | PA      | $1004.82      | 0.00%             | 2025-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09027027.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8045 | PA      | $8423.01      | 0.00%             | 2026-06-05      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7849268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1170 | PA      | $1055.35      | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6692474.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7433 | PA      | $33.55        | 0.00%             | 2034-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991515439.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                   | Goldman Sachs Group, Inc. (The)                                                                   | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9700000 | PA      | $9345606.81   | 0.31%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                     | Centene Corp.                                                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2197887.00   | 0.07%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Evergreen Acqco 1 LP                                                              | Evergreen Acqco 1 LP, First Lien, Initial CME Term Loan                                           | CUSIP: 30015FAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    121063 | PA      | $120557.74    | 0.00%             | 2028-04-26      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8058155.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25818 | PA      | $20008.19     | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991267853.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-17      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7003292.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12154 | PA      | $128.20       | 0.00%             | 2035-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5281948.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29541 | PA      | $0.00         | 0.00%             | 2033-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2214639.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3301 | PA      | $3214.94      | 0.00%             | 2026-12-09      | Fixed         | 9.77%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11792403.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8312 | PA      | $867.36       | 0.00%             | 2026-02-03      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| GNMA                                                                              | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DM40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       818 | PA      | $854.14       | 0.00%             | 2031-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 173423229.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4104 | PA      | $4091.97      | 0.00%             | 2026-01-04      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6811597.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       986 | PA      | $7.78         | 0.00%             | 2035-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6016723.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2068 | PA      | $0.05         | 0.00%             | 2034-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8034768.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       885 | PA      | $876.00       | 0.00%             | 2026-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5984496.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1089 | PA      | $0.06         | 0.00%             | 2034-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8141445.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       305 | PA      | $301.26       | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Entain plc                                                                        | Entain plc, First Lien, CME Term Loan, B3                                                         | CUSIP: 36270BAC6<br>LEI: N/A                  | Long             | LON              | CORP              | IM        |    473548 | PA      | $473940.70    | 0.02%             | 2029-10-31      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8031355.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1150 | PA      | $881.45       | 0.00%             | 2026-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183942961.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1657 | PA      | $0.00         | 0.00%             | 2034-12-08      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7941098.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4905 | PA      | $4789.27      | 0.00%             | 2025-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183402493.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1255 | PA      | $0.00         | 0.00%             | 2034-12-18      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                       | Providence St Joseph Health Obligated Group, Series H                                             | CUSIP: 743756AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8875000 | PA      | $8692265.44   | 0.28%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5818633.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       762 | PA      | $0.04         | 0.00%             | 2034-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| KKR CLO 43 Ltd.                                                                   | KKR CLO 43 Ltd., Series 2022-43A, Class A1R                                                       | CUSIP: 48255UAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2800000 | PA      | $2806596.33   | 0.09%             | 2036-01-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1993451.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4430 | PA      | $4317.71      | 0.00%             | 2026-11-08      | Fixed         | 9.84%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991225567.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       239 | PA      | $233.99       | 0.00%             | 2028-01-18      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4935556.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       496 | PA      | $0.00         | 0.00%             | 2033-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182882013.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11185 | PA      | $11493.80     | 0.00%             | 2027-05-24      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5185667.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14855 | PA      | $0.42         | 0.00%             | 2033-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5703564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5948 | PA      | $0.28         | 0.00%             | 2034-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6314871.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       303 | PA      | $0.13         | 0.00%             | 2034-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7787959.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       248 | PA      | $246.50       | 0.00%             | 2025-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Delta Air Lines, Inc. / SkyMiles IP Ltd.                                          | Delta Air Lines, Inc. / SkyMiles IP Ltd.                                                          | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2066500 | PA      | $2047939.55   | 0.07%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6590448.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1824 | PA      | $7.24         | 0.00%             | 2034-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8126086.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2903 | PA      | $2416.44      | 0.00%             | 2026-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5250046.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       104 | PA      | $0.01         | 0.00%             | 2033-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SunSource Borrower LLC                                                            | SunSource Borrower LLC, First Lien, First Refinancing CME Term Loan                               | CUSIP: 12508KAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    607241 | PA      | $587002.03    | 0.02%             | 2031-03-25      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8209065.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2061 | PA      | $1999.83      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8020874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1653 | PA      | $1641.39      | 0.00%             | 2026-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7506371.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2356 | PA      | $50.43        | 0.00%             | 2025-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8203882.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       249 | PA      | $242.41       | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1706907.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       805 | PA      | $791.38       | 0.00%             | 2026-09-13      | Fixed         | 30.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6800352.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1614 | PA      | $627.66       | 0.00%             | 2034-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Broadstreet Partners, Inc.                                                        | Broadstreet Partners, Inc., First Lien, 2024 CME Term Loan, B                                     | CUSIP: 11132VAY5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    543997 | PA      | $542117.20    | 0.02%             | 2031-06-16      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-12250156.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22138 | PA      | $22499.01     | 0.00%             | 2027-03-12      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1614300.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1137 | PA      | $1131.89      | 0.00%             | 2026-08-12      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991091518.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       104 | PA      | $0.00         | 0.00%             | 2025-10-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183197788.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9267 | PA      | $9492.79      | 0.00%             | 2026-11-16      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10459721.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21699 | PA      | $22669.70     | 0.00%             | 2027-03-23      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7328785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6965 | PA      | $480.52       | 0.00%             | 2025-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7781121.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11309 | PA      | $10082.92     | 0.00%             | 2025-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8028768.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8038 | PA      | $6721.70      | 0.00%             | 2026-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184172800.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5666 | PA      | $5588.38      | 0.00%             | 2026-12-28      | Fixed         | 16.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1999118.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2473 | PA      | $2438.53      | 0.00%             | 2026-11-08      | Fixed         | 17.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6046999.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       586 | PA      | $0.00         | 0.00%             | 2034-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5912454.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2264 | PA      | $0.03         | 0.00%             | 2034-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6532408.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3788 | PA      | $17.42        | 0.00%             | 2034-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5581428.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2217 | PA      | $0.56         | 0.00%             | 2033-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| HOMES Trust                                                                       | HOMES Trust, Series 2024-NQM1, Class A1                                                           | CUSIP: 40390TAA8<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |   1419377 | PA      | $1427572.02   | 0.05%             | 2069-07-25      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8027210.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2285 | PA      | $2196.81      | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991152322.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       551 | PA      | $459.95       | 0.00%             | 2030-03-27      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5848650.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2710 | PA      | $0.00         | 0.00%             | 2034-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Dragon Buyer, Inc.                                                                | Dragon Buyer, Inc., First Lien, CME Term Loan                                                     | CUSIP: 26143FAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    498750 | PA      | $496505.63    | 0.02%             | 2031-09-30      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7944381.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2074 | PA      | $1975.10      | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5143636.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22568 | PA      | $0.00         | 0.00%             | 2033-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09336762.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3706 | PA      | $3748.94      | 0.00%             | 2026-07-10      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11817724.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6178 | PA      | $6458.11      | 0.00%             | 2026-02-12      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1630438.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3638 | PA      | $3662.17      | 0.00%             | 2026-09-27      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7962096.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2629 | PA      | $2549.90      | 0.00%             | 2026-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7938158.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       391 | PA      | $374.86       | 0.00%             | 2025-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2220654.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6783 | PA      | $6633.96      | 0.00%             | 2026-12-10      | Fixed         | 9.13%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1991255.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4651 | PA      | $4549.92      | 0.00%             | 2026-11-08      | Fixed         | 15.82%                | No            |                  3 | On Loan: No      |
| Bank of America Corp.                                                             | Bank of America Corp.                                                                             | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $6596511.90   | 0.22%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Kaseya, Inc.                                                                      | Kaseya, Inc., First Lien, Initial CME Term Loan                                                   | CUSIP: 48578AAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    750000 | PA      | $745713.75    | 0.02%             | 2032-03-05      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2074954.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2322 | PA      | $2280.79      | 0.00%             | 2026-11-18      | Fixed         | 19.66%                | No            |                  3 | On Loan: No      |
| Republic of Panama                                                                | Panama Government Bond                                                                            | CUSIP: 698299BJ2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   5700000 | PA      | $5508480.00   | 0.18%             | 2026-04-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1616600.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2907 | PA      | $2869.34      | 0.00%             | 2026-08-24      | Fixed         | 27.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7949409.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       638 | PA      | $582.34       | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1996217.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1957 | PA      | $1917.13      | 0.00%             | 2026-11-08      | Fixed         | 19.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7686198.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1064 | PA      | $1013.52      | 0.00%             | 2025-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2073235.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3775 | PA      | $3703.56      | 0.00%             | 2027-04-18      | Fixed         | 22.81%                | No            |                  3 | On Loan: No      |
| JPMorgan Chase & Co.                                                              | JPMorgan Chase & Co.                                                                              | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9300000 | PA      | $9381310.55   | 0.31%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6903970.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2610 | PA      | $31.02        | 0.00%             | 2035-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7406511.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10514 | PA      | $5473.31      | 0.00%             | 2025-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BX Mortgage Trust                                                                 | BX Mortgage Trust, Series 2021-PAC, Class B                                                       | CUSIP: 05609PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9220000 | PA      | $9099513.96   | 0.30%             | 2036-10-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                           | Talen Energy Supply LLC, First Lien, 2024-1 Incremental CME Term Loan, B                          | CUSIP: 87422LAY6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    134193 | PA      | $133989.52    | 0.00%             | 2031-12-11      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Starwood Property Mortgage LLC                                                    | Starwood Property Mortgage LLC, First Lien, CME Term Loan, B4                                     | CUSIP: 85570DAL6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    249375 | PA      | $249376.25    | 0.01%             | 2030-01-02      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8111509.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4258 | PA      | $2951.94      | 0.00%             | 2026-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2074997.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1860 | PA      | $1829.06      | 0.00%             | 2026-11-18      | Fixed         | 24.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2221352.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       324 | PA      | $317.57       | 0.00%             | 2026-12-10      | Fixed         | 13.11%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-12106220.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3500 | PA      | $3609.10      | 0.00%             | 2026-03-12      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5273816.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1760 | PA      | $0.11         | 0.00%             | 2033-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1622217.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1510 | PA      | $1511.82      | 0.00%             | 2026-09-07      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| Iron Mountain, Inc.                                                               | Iron Mountain, Inc.                                                                               | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6167544.00   | 0.20%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                          | BX Trust, Series 2022-IND, Class A                                                                | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9580990 | PA      | $9587830.55   | 0.31%             | 2037-04-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4980891.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7938 | PA      | $0.07         | 0.00%             | 2033-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1605600.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3718 | PA      | $3676.18      | 0.00%             | 2027-01-24      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4889899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5336 | PA      | $0.13         | 0.00%             | 2033-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                    | Hewlett Packard Enterprise Co.                                                                    | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   7400000 | PA      | $7313357.40   | 0.24%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                             | Foundry JV Holdco LLC                                                                             | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $2011000.51   | 0.07%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7924567.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       682 | PA      | $544.41       | 0.00%             | 2025-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| XHR LP                                                                            | XHR LP                                                                                            | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2194472.20   | 0.07%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1614941.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3834 | PA      | $219.84       | 0.00%             | 2026-08-24      | Fixed         | 13.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7979791.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10936 | PA      | $10776.50     | 0.00%             | 2026-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991230298.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183852446.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7132 | PA      | $7031.36      | 0.00%             | 2026-12-18      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Morgan Stanley                                                                    | Morgan Stanley                                                                                    | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   8650000 | PA      | $8740894.81   | 0.29%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11579250.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16140 | PA      | $16424.07     | 0.00%             | 2027-06-15      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5619805.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       178 | PA      | $0.00         | 0.00%             | 2034-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7528609.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1454 | PA      | $1162.67      | 0.00%             | 2025-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7173156.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1928 | PA      | $47.49        | 0.00%             | 2035-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11389311.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17696 | PA      | $18038.64     | 0.00%             | 2027-01-07      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7910312.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5509 | PA      | $5254.06      | 0.00%             | 2025-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                               | TRSIBOXX                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  30000000 | PA      | $-158298.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8192830.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       631 | PA      | $626.80       | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184033080.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9390 | PA      | $9291.50      | 0.00%             | 2026-12-13      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2213659.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1818 | PA      | $1780.06      | 0.00%             | 2026-12-09      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8163704.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       684 | PA      | $677.19       | 0.00%             | 2026-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 15 Year                                                                               | CUSIP: 3132D6B58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3316816 | PA      | $3151140.39   | 0.10%             | 2037-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31390UUE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1926 | PA      | $1983.27      | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                          | PNC Financial Services Group, Inc. (The)                                                          | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3856357.19   | 0.13%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8016896.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       617 | PA      | $492.99       | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182962134.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9201 | PA      | $9507.00      | 0.00%             | 2026-11-15      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8213297.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2417 | PA      | $2217.88      | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DUJ57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4195004 | PA      | $3789234.86   | 0.12%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2218875.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4945 | PA      | $4832.63      | 0.00%             | 2026-12-10      | Fixed         | 13.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991233872.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $50.42        | 0.00%             | 2025-10-05      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4643805.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       751 | PA      | $0.06         | 0.00%             | 2033-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1993779.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7488 | PA      | $5144.17      | 0.00%             | 2026-11-20      | Fixed         | 28.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6891737.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1984 | PA      | $24.19        | 0.00%             | 2035-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8184364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2451 | PA      | $2192.50      | 0.00%             | 2026-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7811469.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2747 | PA      | $2431.44      | 0.00%             | 2025-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7566454.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       483 | PA      | $245.24       | 0.00%             | 2025-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA                                                                                              | CUSIP: 31412DNF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30264 | PA      | $30726.15     | 0.00%             | 2037-03-01      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7925865.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       950 | PA      | $942.14       | 0.00%             | 2025-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09709453.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6947 | PA      | $7029.13      | 0.00%             | 2026-11-09      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                                | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C1, Class XA                     | CUSIP: 61778GAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  41143607 | PA      | $1999731.55   | 0.07%             | 2030-03-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11776378.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16268 | PA      | $17040.93     | 0.00%             | 2026-12-27      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7638920.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2024 | PA      | $33.35        | 0.00%             | 2025-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4819180.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       266 | PA      | $0.00         | 0.00%             | 2033-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7800668.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       898 | PA      | $866.22       | 0.00%             | 2025-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1658878.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9714 | PA      | $9644.85      | 0.00%             | 2026-11-09      | Fixed         | 12.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1993453.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8413 | PA      | $8251.37      | 0.00%             | 2027-04-08      | Fixed         | 28.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7290035.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3403 | PA      | $139.89       | 0.00%             | 2025-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Reworld Holding Corp.                                                             | Reworld Holding Corp., First Lien, CME Term Loan, B                                               | CUSIP: 22282GAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    497849 | PA      | $496499.52    | 0.02%             | 2028-11-30      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7746598.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1566 | PA      | $1461.00      | 0.00%             | 2025-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5044612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       309 | PA      | $0.01         | 0.00%             | 2033-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8140625.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7547 | PA      | $7198.78      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-08698355.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3096 | PA      | $3140.77      | 0.00%             | 2026-04-17      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| GNMA                                                                              | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H060655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  46310000 | PA      | $46850886.44  | 1.53%             | 2055-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4926957.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1660 | PA      | $0.00         | 0.00%             | 2033-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DQQD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  58316183 | PA      | $50887342.33  | 1.66%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CWABS Asset-Backed Certificates Trust                                             | CWABS Asset-Backed Certificates Trust, Series 2004-1, Class M1                                    | CUSIP: 126671Z25<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    122214 | PA      | $124753.45    | 0.00%             | 2034-03-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                              | Colombia Government Bond                                                                          | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   4400000 | PA      | $2872223.55   | 0.09%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2075029.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3749 | PA      | $3671.09      | 0.00%             | 2026-11-18      | Fixed         | 10.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8146086.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6364 | PA      | $5659.23      | 0.00%             | 2026-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991250805.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1988482.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3261 | PA      | $3192.65      | 0.00%             | 2026-11-08      | Fixed         | 18.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4666640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10212 | PA      | $0.00         | 0.00%             | 2033-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1706347.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4755 | PA      | $2392.40      | 0.00%             | 2027-07-13      | Fixed         | 23.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2075061.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4033 | PA      | $3961.87      | 0.00%             | 2026-11-18      | Fixed         | 23.07%                | No            |                  3 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                                 | Chase Home Lending Mortgage Trust, Series 2025-3, Class A11                                       | CUSIP: 16160MAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3033968 | PA      | $3011544.71   | 0.10%             | 2056-02-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7371906.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       498 | PA      | $370.58       | 0.00%             | 2025-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8093678.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6804 | PA      | $3956.00      | 0.00%             | 2026-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991062692.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-15      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8204032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8379 | PA      | $8186.26      | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991070986.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-15      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| HSBC Holdings plc                                                                 | HSBC Holdings plc                                                                                 | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   6500000 | PA      | $6282538.80   | 0.21%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital   | Charter Communications Operating LLC / Charter Communications Operating Capital Corp.             | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12500000 | PA      | $10859661.50  | 0.35%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWEC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7187093.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1566 | PA      | $35.65        | 0.00%             | 2035-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1994789.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2766 | PA      | $2705.47      | 0.00%             | 2026-11-08      | Fixed         | 14.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7873538.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1644 | PA      | $1491.17      | 0.00%             | 2025-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31412BW24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78010 | PA      | $80144.71     | 0.00%             | 2037-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6047637.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       629 | PA      | $0.04         | 0.00%             | 2034-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5565718.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1113 | PA      | $0.02         | 0.00%             | 2033-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4605063.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1320 | PA      | $0.00         | 0.00%             | 2033-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7288120.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3772 | PA      | $120.08       | 0.00%             | 2025-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7905583.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4011 | PA      | $3756.21      | 0.00%             | 2025-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5809849.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2395 | PA      | $0.25         | 0.00%             | 2034-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7950885.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2418 | PA      | $2376.86      | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31418E5B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.01         | 0.00%             | 2054-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2220245.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10865 | PA      | $10621.58     | 0.00%             | 2026-12-10      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                             | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128M7NJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12079 | PA      | $12784.13     | 0.00%             | 2039-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                                     | Fortress Intermediate 3, Inc., First Lien, Initial CME Term Loan                                  | CUSIP: 34966LAB0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |    748343 | PA      | $734311.59    | 0.02%             | 2031-06-27      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 174297080.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2252 | PA      | $2260.15      | 0.00%             | 2026-02-05      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| Flynn Restaurant Group LP                                                         | Flynn Restaurant Group LP, First Lien, 2025 CME Term Loan                                         | CUSIP: 34410JAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    643857 | PA      | $630377.76    | 0.02%             | 2032-01-28      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6365762.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10292 | PA      | $15.32        | 0.00%             | 2034-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7656711.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2619 | PA      | $1023.03      | 0.00%             | 2025-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6468011.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2262 | PA      | $3.26         | 0.00%             | 2034-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Matador Resources Co.                                                             | Matador Resources Co.                                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2893328.40   | 0.09%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1999282.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4245 | PA      | $4161.02      | 0.00%             | 2026-11-08      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7740176.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       788 | PA      | $782.98       | 0.00%             | 2025-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182980965.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8256 | PA      | $8268.55      | 0.00%             | 2026-11-22      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8096308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1123 | PA      | $1096.23      | 0.00%             | 2026-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| F&G Annuities & Life, Inc.                                                        | F&G Annuities & Life, Inc.                                                                        | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2651281.26   | 0.09%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| 24 Hour Fitness Worldwide, Inc.                                                   | 24 Hour Fitness Worldwide, Inc.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     30975 | NS      | $1316.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183762991.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9880 | PA      | $9888.28      | 0.00%             | 2026-12-07      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7845202.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2732 | PA      | $755.60       | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Elevation CLO Ltd.                                                                | Elevation CLO Ltd., Series 2018-10A, Class AR                                                     | CUSIP: 28623CAL5<br>LEI: 5493005Q4N14IP6ASK07 | Long             | ABS-CBDO         | CORP              | KY        |   3798134 | PA      | $3789935.68   | 0.12%             | 2031-10-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31384WKZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1739 | PA      | $1791.84      | 0.00%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6255252.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2186 | PA      | $0.66         | 0.00%             | 2034-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7803967.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1996 | PA      | $1540.25      | 0.00%             | 2025-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8016917.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1560 | PA      | $1537.48      | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 15 Year                                                                               | CUSIP: 3132D6CE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    427235 | PA      | $405892.82    | 0.01%             | 2037-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1604924.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2655 | PA      | $2755.13      | 0.00%             | 2026-08-13      | Fixed         | 28.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991023261.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $4.94         | 0.00%             | 2029-11-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6858335.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       705 | PA      | $76.67        | 0.00%             | 2035-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184066327.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6052 | PA      | $6042.97      | 0.00%             | 2026-12-31      | Fixed         | 14.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6692358.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1578 | PA      | $15.92        | 0.00%             | 2034-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Netflix, Inc.                                                                     | Netflix, Inc.                                                                                     | CUSIP: 64110LAZ9<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3429884.37   | 0.11%             | 2034-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                              | American Tower Corp.                                                                              | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $3874192.56   | 0.13%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183476845.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5975 | PA      | $5981.21      | 0.00%             | 2026-11-29      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2075060.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2364 | PA      | $2324.95      | 0.00%             | 2026-11-18      | Fixed         | 26.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7984851.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       929 | PA      | $906.01       | 0.00%             | 2026-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8172863.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31184 | PA      | $30519.45     | 0.00%             | 2026-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8081797.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       607 | PA      | $510.33       | 0.00%             | 2026-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7507182.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       724 | PA      | $226.03       | 0.00%             | 2025-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6832199.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2706 | PA      | $36.41        | 0.00%             | 2035-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1616072.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2126 | PA      | $2097.15      | 0.00%             | 2026-08-24      | Fixed         | 24.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7495215.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5174 | PA      | $1408.14      | 0.00%             | 2025-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991238529.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       726 | PA      | $732.29       | 0.00%             | 2026-01-16      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Bonds                                                                               | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  77980000 | PA      | $49424393.85  | 1.61%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182469398.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10239 | PA      | $10408.38     | 0.00%             | 2027-05-05      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7990813.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1459 | PA      | $1386.92      | 0.00%             | 2026-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Waystar Technologies, Inc.                                                        | Waystar Technologies, Inc., First Lien, Initial CME Term Loan                                     | CUSIP: 63939WAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54442 | PA      | $54306.35     | 0.00%             | 2029-10-22      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Glatfelter Corp.                                                                  | Glatfelter Corp., First Lien, CME Term Loan                                                       | CUSIP: 89458XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    498750 | PA      | $478957.11    | 0.02%             | 2031-11-04      | Variable      | 8.56%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1706836.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2044 | PA      | $2008.89      | 0.00%             | 2026-09-13      | Fixed         | 21.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7722120.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5862 | PA      | $150.26       | 0.00%             | 2025-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10450365.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2183 | PA      | $2191.97      | 0.00%             | 2025-09-03      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11339522.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9947 | PA      | $10467.14     | 0.00%             | 2027-02-21      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1620151.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5866 | PA      | $5792.37      | 0.00%             | 2026-08-25      | Fixed         | 26.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6961097.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4906 | PA      | $56.22        | 0.00%             | 2035-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5148494.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       769 | PA      | $0.00         | 0.00%             | 2033-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1614110.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1790 | PA      | $1769.25      | 0.00%             | 2026-08-24      | Fixed         | 32.03%                | No            |                  3 | On Loan: No      |
| United Airlines, Inc.                                                             | United Airlines, Inc., First Lien, CME Term Loan, B                                               | CUSIP: 90932RAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    186428 | PA      | $186225.10    | 0.01%             | 2031-02-24      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128MJF96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87692 | PA      | $88916.70     | 0.00%             | 2037-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1995141.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21377 | PA      | $1566.35      | 0.00%             | 2027-04-08      | Fixed         | 22.04%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11795686.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2548 | PA      | $2561.02      | 0.00%             | 2027-02-11      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7901445.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12821 | PA      | $11786.65     | 0.00%             | 2025-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991359987.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-12-02      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991180574.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $13.71        | 0.00%             | 2030-02-20      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2221538.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6912 | PA      | $6818.79      | 0.00%             | 2026-12-10      | Fixed         | 17.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7991419.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1727 | PA      | $1710.35      | 0.00%             | 2026-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1699725.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       828 | PA      | $812.29       | 0.00%             | 2026-09-13      | Fixed         | 24.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991058306.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       505 | PA      | $104.53       | 0.00%             | 2027-02-11      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7585994.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16162 | PA      | $10947.66     | 0.00%             | 2025-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8025203.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2220 | PA      | $1863.37      | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                             | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31296RH68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1918 | PA      | $1968.41      | 0.00%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991265366.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-11-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Lloyds Banking Group plc                                                          | Lloyds Banking Group plc                                                                          | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   5300000 | PA      | $5477774.93   | 0.18%             | 2029-03-06      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6962536.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       252 | PA      | $4.90         | 0.00%             | 2035-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8222105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       566 | PA      | $555.38       | 0.00%             | 2026-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8038405.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       439 | PA      | $362.51       | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2073933.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2948 | PA      | $2888.45      | 0.00%             | 2027-04-18      | Fixed         | 20.06%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10763123.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18675 | PA      | $18923.17     | 0.00%             | 2026-11-15      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7067466.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1223 | PA      | $332.67       | 0.00%             | 2035-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2074856.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5664 | PA      | $226.16       | 0.00%             | 2026-11-18      | Fixed         | 21.95%                | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31407YDC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    169444 | PA      | $174648.55    | 0.01%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5917212.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1518 | PA      | $0.06         | 0.00%             | 2034-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991216706.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1991593.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22042 | PA      | $21446.44     | 0.00%             | 2027-04-08      | Fixed         | 11.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5855815.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2097 | PA      | $0.00         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2069880.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4155 | PA      | $11.65        | 0.00%             | 2027-04-18      | Fixed         | 30.40%                | No            |                  3 | On Loan: No      |
| BX Commercial Mortgage Trust                                                      | BX Commercial Mortgage Trust, Series 2021-VOLT, Class B                                           | CUSIP: 05609VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9840000 | PA      | $9741413.04   | 0.32%             | 2036-09-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10688549.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15436 | PA      | $16069.64     | 0.00%             | 2027-02-16      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6967101.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2832 | PA      | $1590.64      | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1878185.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14897 | PA      | $14590.55     | 0.00%             | 2026-10-19      | Fixed         | 13.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6669028.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       981 | PA      | $5.52         | 0.00%             | 2034-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6812155.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2586 | PA      | $16.70        | 0.00%             | 2035-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5282925.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2496 | PA      | $0.00         | 0.00%             | 2033-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Bonds                                                                               | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $11167500.00  | 0.36%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7164816.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2455 | PA      | $1346.11      | 0.00%             | 2035-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1613957.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5186 | PA      | $5097.13      | 0.00%             | 2027-01-24      | Fixed         | 19.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1618558.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2220 | PA      | $2187.40      | 0.00%             | 2026-08-25      | Fixed         | 20.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2217757.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1585 | PA      | $1554.62      | 0.00%             | 2026-12-09      | Fixed         | 30.55%                | No            |                  3 | On Loan: No      |
| AGL CLO 14 Ltd.                                                                   | AGL CLO 14 Ltd., Series 2021-14A, Class AR                                                        | CUSIP: 00851WAL3<br>LEI: 254900G6P36ERQHAIS15 | Long             | ABS-CBDO         | CORP              | KY        |   7900000 | PA      | $7880626.88   | 0.26%             | 2034-12-02      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                | Energy Transfer LP                                                                                | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2022702.76   | 0.07%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2220353.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1527 | PA      | $1497.74      | 0.00%             | 2026-12-10      | Fixed         | 29.92%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10580822.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12526 | PA      | $1880.51      | 0.00%             | 2027-02-22      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8122063.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1857 | PA      | $1815.02      | 0.00%             | 2026-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4657541.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       836 | PA      | $0.02         | 0.00%             | 2033-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6226015.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3446 | PA      | $1.07         | 0.00%             | 2034-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                              | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179U4B5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21956 | PA      | $19572.84     | 0.00%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8192294.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1682 | PA      | $1658.24      | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4586446.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5636 | PA      | $0.13         | 0.00%             | 2033-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183520272.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9660 | PA      | $9735.49      | 0.00%             | 2026-12-07      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5324511.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       762 | PA      | $0.06         | 0.00%             | 2033-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991299072.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       140 | PA      | $12.34        | 0.00%             | 2025-10-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10374305.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6901 | PA      | $6979.55      | 0.00%             | 2026-10-05      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA                                                                                              | CUSIP: 31376JNW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12582 | PA      | $12867.58     | 0.00%             | 2036-10-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7708676.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19339 | PA      | $18289.75     | 0.00%             | 2025-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8148398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11952 | PA      | $11517.24     | 0.00%             | 2026-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1617884.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       475 | PA      | $468.64       | 0.00%             | 2026-08-24      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-12180444.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2406 | PA      | $2444.73      | 0.00%             | 2027-04-04      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991252347.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-12-06      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Gray Media, Inc.                                                                  | Gray Media, Inc., First Lien, CME Term Loan, D                                                    | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |    223148 | PA      | $206765.63    | 0.01%             | 2028-12-01      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2216203.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3137 | PA      | $2431.21      | 0.00%             | 2026-12-14      | Fixed         | 25.54%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991300215.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        46 | PA      | $39.67        | 0.00%             | 2025-12-08      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2220958.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4148 | PA      | $4073.14      | 0.00%             | 2026-12-25      | Fixed         | 32.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8199999.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23750 | PA      | $23068.52     | 0.00%             | 2026-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991204138.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CoreLogic, Inc.                                                                   | CoreLogic, Inc., First Lien, Initial CME Term Loan                                                | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |   1181111 | PA      | $1168071.56   | 0.04%             | 2028-06-02      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991158478.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $0.88         | 0.00%             | 2029-03-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1705130.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1316 | PA      | $748.07       | 0.00%             | 2026-09-13      | Fixed         | 24.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5991306.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1478 | PA      | $0.00         | 0.00%             | 2034-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8077372.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3352 | PA      | $1337.53      | 0.00%             | 2026-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3133AUE53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  33801706 | PA      | $28331094.25  | 0.93%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1992347.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14467 | PA      | $14177.92     | 0.00%             | 2026-11-08      | Fixed         | 29.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8188847.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14897 | PA      | $14200.51     | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6243419.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7274 | PA      | $7.30         | 0.00%             | 2034-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Bonds                                                                               | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  88390000 | PA      | $49776345.01  | 1.63%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31390UA97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2010 | PA      | $2069.94      | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184032290.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9719 | PA      | $9586.39      | 0.00%             | 2026-12-21      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09331398.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8827 | PA      | $8962.90      | 0.00%             | 2026-08-09      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6746302.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1675 | PA      | $265.24       | 0.00%             | 2034-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5578293.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4171 | PA      | $0.10         | 0.00%             | 2033-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Endo Finance Holdings, Inc.                                                       | Endo Finance Holdings, Inc.                                                                       | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $832788.00    | 0.03%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7878612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1468 | PA      | $1426.46      | 0.00%             | 2025-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                    | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                    | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6603332.84   | 0.22%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2074857.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13972 | PA      | $13626.66     | 0.00%             | 2027-09-18      | Fixed         | 16.11%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09094872.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5446 | PA      | $5472.12      | 0.00%             | 2027-04-01      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09759315.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7381 | PA      | $7464.05      | 0.00%             | 2026-08-11      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5922077.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1538 | PA      | $0.01         | 0.00%             | 2034-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1705037.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1143 | PA      | $1121.02      | 0.00%             | 2027-07-13      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5960736.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9716 | PA      | $0.00         | 0.00%             | 2034-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4827165.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1298 | PA      | $0.00         | 0.00%             | 2033-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991111693.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Petco Health & Wellness Co., Inc.                                                 | Petco Health & Wellness Co., Inc., First Lien, Initial CME Term Loan                              | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |    750000 | PA      | $656647.50    | 0.02%             | 2028-03-03      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-08726744.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11074 | PA      | $11340.09     | 0.00%             | 2026-05-01      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6024496.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5106 | PA      | $0.00         | 0.00%             | 2034-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7220570.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3729 | PA      | $2607.41      | 0.00%             | 2035-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183248270.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3366 | PA      | $0.00         | 0.00%             | 2034-11-16      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Weekley Homes LLC / Weekley Finance Corp.                                         | Weekley Homes LLC / Weekley Finance Corp.                                                         | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2621578.12   | 0.09%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184211532.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19874 | PA      | $20150.36     | 0.00%             | 2027-07-28      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2214174.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       442 | PA      | $433.73       | 0.00%             | 2026-12-09      | Fixed         | 23.38%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10365188.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5469 | PA      | $5554.00      | 0.00%             | 2026-10-17      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10512737.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7707 | PA      | $7966.41      | 0.00%             | 2026-10-25      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                    | Southern Co. Gas Capital Corp.                                                                    | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2001421.66   | 0.07%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4604000.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8181 | PA      | $0.12         | 0.00%             | 2033-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 3140XNKL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4168549 | PA      | $3765335.70   | 0.12%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                 | Cigna Group (The)                                                                                 | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6554540.53   | 0.21%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11694425.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17981 | PA      | $18260.24     | 0.00%             | 2027-02-12      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182814285.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11273 | PA      | $11090.98     | 0.00%             | 2026-11-02      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5574770.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5813 | PA      | $0.00         | 0.00%             | 2033-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Great Outdoors Group LLC                                                          | Great Outdoors Group LLC, First Lien, CME Term Loan, B                                            | CUSIP: 07014QAP6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    128071 | PA      | $125541.57    | 0.00%             | 2032-01-23      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5050370.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17390 | PA      | $0.00         | 0.00%             | 2033-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5709306.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5112 | PA      | $0.00         | 0.00%             | 2034-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| WWEX UNI TopCo Holdings LLC                                                       | WWEX UNI TopCo Holdings LLC, First Lien, Initial CME Term Loan                                    | CUSIP: 00435UAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    268612 | PA      | $260944.30    | 0.01%             | 2028-07-26      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8189165.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10791 | PA      | $10695.83     | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8011858.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1050 | PA      | $1031.48      | 0.00%             | 2026-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7645813.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       946 | PA      | $11.13        | 0.00%             | 2025-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7743634.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1506 | PA      | $1021.89      | 0.00%             | 2025-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7914527.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2947 | PA      | $2912.50      | 0.00%             | 2025-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5564465.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3809 | PA      | $0.00         | 0.00%             | 2033-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| K2016470219 South Africa Ltd.                                                     | K2016470219 South Africa Ltd., Class B                                                            | CUSIP: N/A<br>LEI: 378900DECAC8CFA88345       | Long             | EC               | CORP              | ZA        |   2862311 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-08924259.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10751 | PA      | $8232.00      | 0.00%             | 2026-08-29      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6951159.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5681 | PA      | $55.85        | 0.00%             | 2035-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CIM Trust                                                                         | CIM Trust, Series 2019-INV2, Class A3                                                             | CUSIP: 12554TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1464743 | PA      | $1384184.28   | 0.05%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4985573.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3505 | PA      | $0.00         | 0.00%             | 2033-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1613124.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8537 | PA      | $8411.46      | 0.00%             | 2027-01-24      | Fixed         | 26.60%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10689192.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14957 | PA      | $15169.37     | 0.00%             | 2026-11-16      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2070593.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10349 | PA      | $10113.14     | 0.00%             | 2027-04-18      | Fixed         | 17.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2214897.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7843 | PA      | $7680.42      | 0.00%             | 2026-12-09      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2073937.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5640 | PA      | $879.16       | 0.00%             | 2026-11-18      | Fixed         | 18.46%                | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 3140XGJR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  30995953 | PA      | $27013693.02  | 0.88%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                  | Boeing Co. (The)                                                                                  | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  13500000 | PA      | $13634080.79  | 0.45%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2220653.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2805 | PA      | $2744.55      | 0.00%             | 2026-12-10      | Fixed         | 22.15%                | No            |                  3 | On Loan: No      |
| GNMA                                                                              | GNMA I, 30 Year                                                                                   | CUSIP: 36225AWL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       231 | PA      | $235.07       | 0.00%             | 2027-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991362465.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $0.12         | 0.00%             | 2029-12-05      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8037451.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       754 | PA      | $525.82       | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Banco Santander SA                                                                | Banco Santander SA                                                                                | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   3600000 | PA      | $3157620.01   | 0.10%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2216867.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2737 | PA      | $2686.45      | 0.00%             | 2026-12-09      | Fixed         | 31.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5067639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8253 | PA      | $0.00         | 0.00%             | 2033-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7755066.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2984 | PA      | $2745.03      | 0.00%             | 2025-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5003760.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2712 | PA      | $0.00         | 0.00%             | 2033-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7942884.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3565 | PA      | $3531.77      | 0.00%             | 2025-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6944346.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       341 | PA      | $202.43       | 0.00%             | 2035-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America Corp.                                                             | Bank of America Corp.                                                                             | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10146625.80  | 0.33%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8018550.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1715 | PA      | $1663.23      | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.                                          | Project Alpha Intermediate Holding, Inc., First Lien, Second Amendment Refinancing CME Term Loan  | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    281867 | PA      | $281065.56    | 0.01%             | 2030-10-28      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09096348.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7619 | PA      | $7760.25      | 0.00%             | 2026-06-28      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1646096.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2405 | PA      | $2410.96      | 0.00%             | 2026-10-28      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1613683.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2238 | PA      | $2216.41      | 0.00%             | 2026-08-24      | Fixed         | 16.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2219145.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7694 | PA      | $7528.19      | 0.00%             | 2026-12-10      | Fixed         | 21.86%                | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31418EGH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4720634.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7932 | PA      | $0.13         | 0.00%             | 2033-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5778865.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2405 | PA      | $0.16         | 0.00%             | 2034-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5472730.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3743 | PA      | $0.33         | 0.00%             | 2033-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1659238.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2833 | PA      | $2809.20      | 0.00%             | 2026-11-15      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5129089.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5922 | PA      | $0.00         | 0.00%             | 2033-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182447710.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9816 | PA      | $924.76       | 0.00%             | 2026-10-20      | Fixed         | 18.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5051339.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1372 | PA      | $0.02         | 0.00%             | 2033-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6869515.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7609 | PA      | $93.89        | 0.00%             | 2035-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8059705.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7895 | PA      | $7554.42      | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4810447.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2379 | PA      | $0.16         | 0.00%             | 2033-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991422733.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-12-10      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11798862.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5888 | PA      | $6005.40      | 0.00%             | 2027-02-09      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| GNMA                                                                              | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36208NZC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1524 | PA      | $1526.30      | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8195426.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1842 | PA      | $1117.05      | 0.00%             | 2026-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6986458.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       108 | PA      | $1.10         | 0.00%             | 2035-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5074780.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1174 | PA      | $0.00         | 0.00%             | 2033-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991212387.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       310 | PA      | $21.79        | 0.00%             | 2029-12-05      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2220935.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3955 | PA      | $3853.33      | 0.00%             | 2026-12-10      | Fixed         | 8.04%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7426255.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1721 | PA      | $1185.84      | 0.00%             | 2025-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991237119.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       233 | PA      | $236.96       | 0.00%             | 2025-06-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1877218.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4555 | PA      | $4485.48      | 0.00%             | 2026-10-19      | Fixed         | 28.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4928279.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       991 | PA      | $0.00         | 0.00%             | 2033-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11307937.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8450 | PA      | $8549.90      | 0.00%             | 2026-11-08      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31411BGL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8574 | PA      | $8793.48      | 0.00%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8013468.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1297 | PA      | $1280.83      | 0.00%             | 2026-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31407YAR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    185579 | PA      | $191278.10    | 0.01%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6165760.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2769 | PA      | $0.64         | 0.00%             | 2034-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Bonds                                                                               | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2782031.25   | 0.09%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8024794.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3011 | PA      | $2945.53      | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7626562.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1447 | PA      | $1022.65      | 0.00%             | 2025-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183866613.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4393 | PA      | $4491.01      | 0.00%             | 2026-12-07      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6860790.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4246 | PA      | $44.16        | 0.00%             | 2035-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4905084.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1958 | PA      | $0.35         | 0.00%             | 2033-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991110444.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-21      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2074442.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       920 | PA      | $66.73        | 0.00%             | 2035-04-18      | Fixed         | 9.61%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5109124.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       519 | PA      | $0.05         | 0.00%             | 2033-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United Airlines, Inc.                                                             | United Airlines, Inc.                                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    118793 | PA      | $117198.04    | 0.00%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5002851.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2134 | PA      | $0.02         | 0.00%             | 2033-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6933459.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2173 | PA      | $31.48        | 0.00%             | 2035-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Connecticut Avenue Securities                                                     | Connecticut Avenue Securities Trust, Series 2025-R01, Class 1M1                                   | CUSIP: 20755JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2765489 | PA      | $2758196.81   | 0.09%             | 2045-01-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5092572.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4043 | PA      | $0.00         | 0.00%             | 2033-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-08970788.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       988 | PA      | $999.31       | 0.00%             | 2025-08-16      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5575354.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1687 | PA      | $0.11         | 0.00%             | 2033-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10400798.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8238 | PA      | $8359.94      | 0.00%             | 2026-09-15      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7875236.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1587 | PA      | $1439.30      | 0.00%             | 2025-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8182425.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       563 | PA      | $500.57       | 0.00%             | 2026-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                             | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128L3WM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51406 | PA      | $52145.05     | 0.00%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4901767.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4562 | PA      | $0.00         | 0.00%             | 2033-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8096915.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1215 | PA      | $1201.36      | 0.00%             | 2026-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4925900.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       949 | PA      | $0.00         | 0.00%             | 2033-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA or FHLMC                                                                     | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  88880000 | PA      | $88702015.13  | 2.90%             | 2055-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4606063.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2752 | PA      | $0.12         | 0.00%             | 2033-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7699696.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20147 | PA      | $16202.78     | 0.00%             | 2025-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8217448.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1594 | PA      | $1018.40      | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991195096.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-11-26      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5720995.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       383 | PA      | $0.02         | 0.00%             | 2034-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5741942.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5645 | PA      | $0.00         | 0.00%             | 2034-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183287259.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4490 | PA      | $4474.22      | 0.00%             | 2026-11-16      | Fixed         | 18.19%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09291173.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8671 | PA      | $8772.00      | 0.00%             | 2026-08-15      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWPF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    249273 | PA      | $238523.54    | 0.01%             | 2055-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7939493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       176 | PA      | $175.34       | 0.00%             | 2025-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| New Economy Assets Phase 1 Sponsor LLC                                            | New Economy Assets - Phase 1 Sponsor LLC, Series 2021-1, Class A1                                 | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19400000 | PA      | $18233582.76  | 0.60%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                         | Vistra Operations Co. LLC                                                                         | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9784897.50   | 0.32%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8180838.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1041 | PA      | $892.13       | 0.00%             | 2026-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 173277936.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8191 | PA      | $8197.22      | 0.00%             | 2025-12-31      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6567760.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       653 | PA      | $3.47         | 0.00%             | 2034-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1613481.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5532 | PA      | $5609.83      | 0.00%             | 2026-08-11      | Fixed         | 19.78%                | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 3140QNCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7919647.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $70.68        | 0.00%             | 2025-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Holley Purchaser, Inc.                                                            | Holley Purchaser, Inc., First Lien, Initial CME Term Loan                                         | CUSIP: 43538JAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    497080 | PA      | $469740.40    | 0.02%             | 2028-11-17      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7824638.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       667 | PA      | $663.24       | 0.00%             | 2025-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7394034.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15218 | PA      | $658.13       | 0.00%             | 2025-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991180111.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $30.36        | 0.00%             | 2025-07-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184146721.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6343 | PA      | $6278.02      | 0.00%             | 2026-12-15      | Fixed         | 16.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4931407.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       758 | PA      | $0.00         | 0.00%             | 2033-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7974522.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       158 | PA      | $155.68       | 0.00%             | 2026-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5027200.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       811 | PA      | $0.02         | 0.00%             | 2033-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2072786.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6017 | PA      | $5912.03      | 0.00%             | 2026-11-18      | Fixed         | 22.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1996355.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4852 | PA      | $4741.10      | 0.00%             | 2026-11-08      | Fixed         | 10.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5593696.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16651 | PA      | $0.34         | 0.00%             | 2033-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7316100.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $36.75        | 0.00%             | 2025-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31418EZ52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2054-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09780110.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15434 | PA      | $15645.03     | 0.00%             | 2026-08-17      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5583691.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1683 | PA      | $0.00         | 0.00%             | 2033-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184033235.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13566 | PA      | $13944.44     | 0.00%             | 2027-05-24      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7980569.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9076 | PA      | $9016.72      | 0.00%             | 2026-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7882492.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7873 | PA      | $7270.06      | 0.00%             | 2025-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1617795.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8867 | PA      | $8696.42      | 0.00%             | 2026-09-01      | Fixed         | 13.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1616581.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1042 | PA      | $1032.09      | 0.00%             | 2026-08-24      | Fixed         | 16.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7513664.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       757 | PA      | $731.04       | 0.00%             | 2025-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182424479.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12696 | PA      | $0.00         | 0.00%             | 2026-10-19      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1995820.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3308 | PA      | $3237.89      | 0.00%             | 2026-11-08      | Fixed         | 14.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2215830.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       514 | PA      | $502.73       | 0.00%             | 2026-12-09      | Fixed         | 23.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1991024.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       538 | PA      | $526.73       | 0.00%             | 2026-11-08      | Fixed         | 30.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8057121.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       214 | PA      | $213.14       | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2220221.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3229 | PA      | $3160.38      | 0.00%             | 2026-12-10      | Fixed         | 22.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7918595.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3274 | PA      | $2972.01      | 0.00%             | 2025-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7894130.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       930 | PA      | $860.26       | 0.00%             | 2025-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5271481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       872 | PA      | $0.14         | 0.00%             | 2033-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183304070.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15677 | PA      | $15552.23     | 0.00%             | 2026-11-30      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1615921.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9526 | PA      | $9405.28      | 0.00%             | 2027-01-25      | Fixed         | 28.40%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09766832.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3309 | PA      | $688.27       | 0.00%             | 2026-08-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8026662.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2069 | PA      | $2044.30      | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1879610.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3744 | PA      | $270.86       | 0.00%             | 2026-10-19      | Fixed         | 23.28%                | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31384VVZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1082 | PA      | $1147.89      | 0.00%             | 2030-04-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991153925.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-10-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7961501.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21029 | PA      | $14951.16     | 0.00%             | 2026-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5035879.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       757 | PA      | $0.08         | 0.00%             | 2033-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5802042.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49428 | PA      | $0.00         | 0.00%             | 2034-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1706840.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15399 | PA      | $15111.18     | 0.00%             | 2026-09-13      | Fixed         | 26.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4901412.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       183 | PA      | $0.00         | 0.00%             | 2033-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2220687.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1198 | PA      | $1171.59      | 0.00%             | 2026-12-11      | Fixed         | 23.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8171565.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9885 | PA      | $9650.18      | 0.00%             | 2026-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8192435.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3189 | PA      | $3133.03      | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| K2016470260 South Africa Ltd.                                                     | K2016470260 South Africa Ltd.                                                                     | CUSIP: N/A<br>LEI: 3789003E1C22310B3356       | Long             | DBT              | CORP              | ZA        |   1098025 | PA      | $0.00         | 0.00%             | 2022-12-31      | Fixed         | 25.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1880586.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2904 | PA      | $2869.73      | 0.00%             | 2026-10-19      | Fixed         | 15.78%                | No            |                  3 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC                                         | Oryx Midstream Services Permian Basin LLC, First Lien, Initial CME Term Loan                      | CUSIP: 68764JAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    493762 | PA      | $489982.75    | 0.02%             | 2028-10-05      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2219337.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1484 | PA      | $1456.61      | 0.00%             | 2026-12-10      | Fixed         | 14.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7108113.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3288 | PA      | $2288.21      | 0.00%             | 2035-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6923899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7207 | PA      | $3883.06      | 0.00%             | 2035-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7808006.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1616 | PA      | $1570.57      | 0.00%             | 2025-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6526193.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1054 | PA      | $6.09         | 0.00%             | 2034-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5672716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1622 | PA      | $0.22         | 0.00%             | 2034-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991136294.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5581405.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1215 | PA      | $0.06         | 0.00%             | 2033-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183611528.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8799 | PA      | $8850.13      | 0.00%             | 2026-12-10      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7563453.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42374 | PA      | $21956.23     | 0.00%             | 2025-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7371632.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1258 | PA      | $580.95       | 0.00%             | 2025-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5128139.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1521 | PA      | $0.00         | 0.00%             | 2033-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SupplyOne, Inc.                                                                   | SupplyOne, Inc., First Lien, CME Term Loan, B                                                     | CUSIP: 86859CAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    534600 | PA      | $532261.13    | 0.02%             | 2031-04-21      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                                                        | Restoration Hardware, Inc., First Lien, 2022 Incremental CME Term Loan                            | CUSIP: 76133MAC5<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |    493756 | PA      | $464130.69    | 0.02%             | 2028-10-20      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6967045.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3977 | PA      | $48.61        | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8196839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19081 | PA      | $18184.46     | 0.00%             | 2026-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA or FHLMC                                                                     | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  47690000 | PA      | $44450815.56  | 1.45%             | 2055-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5216243.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2570 | PA      | $0.00         | 0.00%             | 2033-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-12130498.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9606 | PA      | $9778.02      | 0.00%             | 2027-03-10      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7156753.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4816 | PA      | $245.64       | 0.00%             | 2035-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6593772.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7748 | PA      | $13.16        | 0.00%             | 2034-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5376799.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4624 | PA      | $0.00         | 0.00%             | 2033-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184421299.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3215 | PA      | $3216.31      | 0.00%             | 2026-12-23      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2222025.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4791 | PA      | $4692.02      | 0.00%             | 2026-12-10      | Fixed         | 24.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8136195.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1449 | PA      | $1439.81      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4990405.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2027 | PA      | $0.20         | 0.00%             | 2033-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182655109.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2241 | PA      | $2215.67      | 0.00%             | 2026-11-03      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1992732.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2080 | PA      | $2036.40      | 0.00%             | 2026-11-08      | Fixed         | 26.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1705055.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       782 | PA      | $767.68       | 0.00%             | 2026-09-13      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                             | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31292HAX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2939 | PA      | $3052.21      | 0.00%             | 2030-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7770262.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1042 | PA      | $1016.98      | 0.00%             | 2025-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWL27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-08902866.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9595 | PA      | $10030.60     | 0.00%             | 2026-07-23      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5672657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1961 | PA      | $0.00         | 0.00%             | 2034-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183641094.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4777 | PA      | $4925.17      | 0.00%             | 2026-12-14      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8051483.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1927 | PA      | $1821.54      | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2216231.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1788 | PA      | $1754.58      | 0.00%             | 2026-12-10      | Fixed         | 31.22%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 31427MAN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    530042 | PA      | $478773.04    | 0.02%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5789379.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       150 | PA      | $0.08         | 0.00%             | 2034-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7977117.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1214 | PA      | $1124.20      | 0.00%             | 2026-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1614111.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4647 | PA      | $4582.78      | 0.00%             | 2026-08-24      | Fixed         | 23.36%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1653277.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9588 | PA      | $9525.74      | 0.00%             | 2026-11-16      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2221097.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       989 | PA      | $969.46       | 0.00%             | 2026-12-10      | Fixed         | 19.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5493687.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1582 | PA      | $0.08         | 0.00%             | 2033-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8096744.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1377 | PA      | $1353.04      | 0.00%             | 2026-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7562885.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8387 | PA      | $195.56       | 0.00%             | 2025-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991093210.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.04         | 0.00%             | 2029-11-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6526166.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       747 | PA      | $3.85         | 0.00%             | 2034-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8214068.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12921 | PA      | $8262.98      | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1706931.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       493 | PA      | $483.42       | 0.00%             | 2026-09-13      | Fixed         | 24.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5262859.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6228 | PA      | $0.00         | 0.00%             | 2033-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7465427.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       494 | PA      | $429.98       | 0.00%             | 2025-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991340317.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                     | Upgrade, Inc., 24677388.UG.FTS.B                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1363 | PA      | $1390.27      | 0.00%             | 2025-09-06      | Fixed         | 29.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7938776.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8317 | PA      | $4820.34      | 0.00%             | 2025-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31385JPY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6740 | PA      | $7005.59      | 0.00%             | 2032-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                 | Duke Energy Corp.                                                                                 | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2606304.41   | 0.09%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1612389.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2366 | PA      | $2332.84      | 0.00%             | 2026-08-23      | Fixed         | 21.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6937431.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2039 | PA      | $44.86        | 0.00%             | 2035-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RealTruck Group, Inc.                                                             | RealTruck Group, Inc., First Lien, Initial CME Term Loan                                          | CUSIP: 89778PAG2<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |    676297 | PA      | $632652.23    | 0.02%             | 2028-01-31      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-08924296.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12704 | PA      | $13383.82     | 0.00%             | 2026-07-30      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2075027.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2745 | PA      | $2699.84      | 0.00%             | 2026-11-18      | Fixed         | 25.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2218939.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2045 | PA      | $2007.76      | 0.00%             | 2026-12-10      | Fixed         | 31.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7173445.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       456 | PA      | $338.24       | 0.00%             | 2035-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7903924.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       691 | PA      | $687.97       | 0.00%             | 2025-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2222460.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2140 | PA      | $306.05       | 0.00%             | 2027-05-10      | Fixed         | 25.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4632078.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21052 | PA      | $0.38         | 0.00%             | 2033-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7671923.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4283 | PA      | $100.71       | 0.00%             | 2025-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10482600.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5751 | PA      | $3830.37      | 0.00%             | 2027-06-30      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6945544.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       747 | PA      | $13.67        | 0.00%             | 2035-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991123245.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       366 | PA      | $366.72       | 0.00%             | 2025-12-23      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8186305.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6153 | PA      | $3102.19      | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Aker BP ASA                                                                       | Aker BP ASA                                                                                       | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   5400000 | PA      | $5039135.77   | 0.16%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184107590.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3299 | PA      | $3347.44      | 0.00%             | 2026-12-14      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184286578.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10138 | PA      | $10003.77     | 0.00%             | 2027-01-01      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7844166.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       816 | PA      | $793.31       | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991060314.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-10-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| FNMA or FHLMC                                                                     | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  87110000 | PA      | $88378968.83  | 2.89%             | 2055-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                             | Time Warner Cable LLC                                                                             | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   5700000 | PA      | $5611336.39   | 0.18%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991143037.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-01-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7106887.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14205 | PA      | $351.66       | 0.00%             | 2035-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1879198.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5001 | PA      | $4917.36      | 0.00%             | 2026-10-19      | Fixed         | 19.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6464819.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4031 | PA      | $4.89         | 0.00%             | 2034-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8176753.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2047 | PA      | $2020.37      | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Charter Next Generation, Inc.                                                     | Charter Next Generation, Inc., First Lien, 2024 Replacement CME Term Loan                         | CUSIP: 16125TAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    115463 | PA      | $115260.59    | 0.00%             | 2030-11-29      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7707326.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       413 | PA      | $355.64       | 0.00%             | 2025-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2073860.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1220 | PA      | $1205.69      | 0.00%             | 2026-11-18      | Fixed         | 16.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7054471.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1389 | PA      | $805.27       | 0.00%             | 2035-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1993049.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9998 | PA      | $9747.49      | 0.00%             | 2027-04-23      | Fixed         | 14.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1996228.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5575 | PA      | $5462.51      | 0.00%             | 2026-11-08      | Fixed         | 28.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8177214.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1758 | PA      | $1748.54      | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1881398.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1394 | PA      | $1378.56      | 0.00%             | 2026-10-19      | Fixed         | 18.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7945540.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1186 | PA      | $1175.37      | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5098444.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4780 | PA      | $0.00         | 0.00%             | 2033-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5582638.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1582 | PA      | $0.04         | 0.00%             | 2033-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2217875.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4602 | PA      | $158.79       | 0.00%             | 2026-12-09      | Fixed         | 26.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8164312.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       427 | PA      | $421.30       | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6149563.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2619 | PA      | $0.26         | 0.00%             | 2034-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Comcast Corp.                                                                     | Comcast Corp.                                                                                     | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  14700000 | PA      | $14519611.30  | 0.47%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11791702.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10078 | PA      | $10193.32     | 0.00%             | 2027-04-30      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1994627.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2290 | PA      | $2231.15      | 0.00%             | 2026-11-08      | Fixed         | 11.81%                | No            |                  3 | On Loan: No      |
| Duke Energy Florida LLC                                                           | Duke Energy Florida LLC                                                                           | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1417191.46   | 0.05%             | 2038-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8059652.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       389 | PA      | $366.33       | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991149756.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1990199.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10008 | PA      | $9826.13      | 0.00%             | 2027-04-08      | Fixed         | 27.43%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183999420.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16284 | PA      | $16179.10     | 0.00%             | 2026-12-09      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| FNMA or FHLMC                                                                     | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F020653<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  80530000 | PA      | $63894756.84  | 2.09%             | 2055-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991326633.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       376 | PA      | $387.79       | 0.00%             | 2026-12-19      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| California Buyer Ltd. / Atlantica Sustainable Infrastructure plc                  | California Buyer Ltd. / Atlantica Sustainable Infrastructure plc                                  | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   3600000 | PA      | $3539230.56   | 0.12%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1620759.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1594 | PA      | $1573.48      | 0.00%             | 2026-08-25      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2219737.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1250 | PA      | $630.49       | 0.00%             | 2026-12-10      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991282646.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5122298.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1008 | PA      | $0.00         | 0.00%             | 2033-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7589431.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4983 | PA      | $76.82        | 0.00%             | 2025-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1880587.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1594 | PA      | $1576.49      | 0.00%             | 2026-10-19      | Fixed         | 18.12%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182810881.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2873 | PA      | $2923.68      | 0.00%             | 2026-11-02      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09291214.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9402 | PA      | $9649.26      | 0.00%             | 2026-07-10      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991191830.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.04         | 0.00%             | 2029-11-21      | Fixed         | 22.95%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3133B2SY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    707811 | PA      | $562191.48    | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1614076.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3369 | PA      | $3308.20      | 0.00%             | 2026-08-24      | Fixed         | 14.66%                | No            |                  3 | On Loan: No      |
| Quikrete Holdings, Inc.                                                           | Quikrete Holdings, Inc.                                                                           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150692.38    | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1612867.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       714 | PA      | $703.58       | 0.00%             | 2026-08-23      | Fixed         | 25.04%                | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 3140XLVV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2214734.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4860 | PA      | $4760.67      | 0.00%             | 2026-12-09      | Fixed         | 21.37%                | No            |                  3 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Bonds                                                                               | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10600000 | PA      | $7638417.98   | 0.25%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5715524.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1945 | PA      | $0.00         | 0.00%             | 2034-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11393205.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1036 | PA      | $1036.43      | 0.00%             | 2027-01-08      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7461871.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11449 | PA      | $3479.29      | 0.00%             | 2025-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                    | JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                                    | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2500000 | PA      | $2263462.75   | 0.07%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10583684.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8035 | PA      | $8269.07      | 0.00%             | 2026-11-02      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1665906.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3051 | PA      | $3029.62      | 0.00%             | 2026-11-09      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Zekelman Industries, Inc.                                                         | Zekelman Industries, Inc., First Lien, 2024 CME Term Loan                                         | CUSIP: 98931YAD5<br>LEI: 549300S5LMRAKDWWI425 | Long             | LON              | CORP              | US        |    534600 | PA      | $533357.06    | 0.02%             | 2031-01-24      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| WestJet Loyalty LP                                                                | WestJet Loyalty LP, First Lien, Initial CME Term Loan                                             | CUSIP: C9763HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    534600 | PA      | $510794.26    | 0.02%             | 2031-02-14      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7868906.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $11.23        | 0.00%             | 2025-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1873948.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4400 | PA      | $4326.75      | 0.00%             | 2026-10-19      | Fixed         | 25.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7926543.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5930 | PA      | $4974.48      | 0.00%             | 2025-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2072694.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1417 | PA      | $1392.50      | 0.00%             | 2026-11-18      | Fixed         | 20.25%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991212602.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-11-29      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6995688.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        45 | PA      | $23.74        | 0.00%             | 2035-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8014047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6204 | PA      | $1319.41      | 0.00%             | 2026-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7999757.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1072 | PA      | $674.88       | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182933015.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12447 | PA      | $10012.31     | 0.00%             | 2026-11-24      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5788805.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20630 | PA      | $0.00         | 0.00%             | 2034-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7425647.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       380 | PA      | $313.30       | 0.00%             | 2025-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5313526.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1853 | PA      | $0.00         | 0.00%             | 2033-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183768813.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6128 | PA      | $6078.28      | 0.00%             | 2026-12-02      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7503077.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5648 | PA      | $81.08        | 0.00%             | 2025-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4814556.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       616 | PA      | $0.02         | 0.00%             | 2033-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4581979.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2035 | PA      | $0.04         | 0.00%             | 2033-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2074195.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4018 | PA      | $3936.21      | 0.00%             | 2026-11-24      | Fixed         | 15.15%                | No            |                  3 | On Loan: No      |
| NRG Energy, Inc.                                                                  | NRG Energy, Inc., First Lien, 2024 New CME Term Loan                                              | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |    533250 | PA      | $532916.72    | 0.02%             | 2031-04-16      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4757364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2804 | PA      | $0.13         | 0.00%             | 2033-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PulteGroup, Inc.                                                                  | PulteGroup, Inc.                                                                                  | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6688298.50   | 0.22%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5702064.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1794 | PA      | $0.18         | 0.00%             | 2034-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5117310.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4690 | PA      | $0.00         | 0.00%             | 2033-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA                                                                                              | CUSIP: 31406AGW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21827 | PA      | $22439.81     | 0.00%             | 2034-12-01      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4823342.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       714 | PA      | $0.00         | 0.00%             | 2033-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                    | Morgan Stanley Capital I Trust, Series 2021-L5, Class XA                                          | CUSIP: 61691YAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  41052746 | PA      | $2106112.59   | 0.07%             | 2054-05-15      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                         | Carlyle Global Market Strategies CLO Ltd., Series 2014-1A, Class A2R2                             | CUSIP: 14310MAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6300000 | PA      | $6297350.24   | 0.21%             | 2031-04-17      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Mesquite Energy, Inc.                                                             | Mesquite Energy, Inc., Escrow Account                                                             | CUSIP: 799ESCAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $60000.00     | 0.00%             | 2023-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128M4YH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65518 | PA      | $68056.32     | 0.00%             | 2037-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-08974488.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5039 | PA      | $5204.90      | 0.00%             | 2026-05-31      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1879248.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3324 | PA      | $802.86       | 0.00%             | 2027-03-19      | Fixed         | 19.71%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-08923777.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7262 | PA      | $7355.40      | 0.00%             | 2026-05-30      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5308374.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1834 | PA      | $0.04         | 0.00%             | 2033-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 15 Year                                                                               | CUSIP: 3132CXAK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4195860 | PA      | $3814530.10   | 0.12%             | 2037-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6527382.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8363 | PA      | $47.99        | 0.00%             | 2034-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31386UL91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       527 | PA      | $543.96       | 0.00%             | 2031-02-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8212933.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3052 | PA      | $2964.16      | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6763456.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5352 | PA      | $61.39        | 0.00%             | 2034-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                              | GNMA II                                                                                           | CUSIP: 36202K7A7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1265 | PA      | $1262.04      | 0.00%             | 2026-10-20      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5381932.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       741 | PA      | $0.06         | 0.00%             | 2033-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11265912.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6734 | PA      | $635.14       | 0.00%             | 2027-01-03      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1665054.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9901 | PA      | $9868.90      | 0.00%             | 2026-11-08      | Fixed         | 16.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8142064.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24705 | PA      | $24340.22     | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09015317.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8770 | PA      | $3018.77      | 0.00%             | 2026-07-22      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                        | J.P. Morgan Mortgage Trust, Series 2024-CES1, Class A1A                                           | CUSIP: 46658CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1834797 | PA      | $1842205.21   | 0.06%             | 2054-06-25      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183556398.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4356 | PA      | $4488.61      | 0.00%             | 2026-11-28      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1851771.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1223 | PA      | $1192.45      | 0.00%             | 2026-10-19      | Fixed         | 9.22%                 | No            |                  3 | On Loan: No      |
| Allied Universal Holdco LLC                                                       | Allied Universal Holdco LLC, First Lien, Initial USD CME Term Loan                                | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    182999 | PA      | $183033.32    | 0.01%             | 2028-05-12      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8142519.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15634 | PA      | $12327.33     | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5138063.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13589 | PA      | $0.00         | 0.00%             | 2033-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United Rentals North America, Inc.                                                | United Rentals North America, Inc.                                                                | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1214443.20   | 0.04%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183425358.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3363 | PA      | $3360.60      | 0.00%             | 2026-11-24      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Cimpress USA, Inc.                                                                | Cimpress USA, Inc., First Lien, 2024-2 Refinancing Term Loan, B1                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    463930 | PA      | $450012.58    | 0.01%             | 2028-05-17      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                              | American Tower Corp.                                                                              | CUSIP: 03027XCP3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   9700000 | PA      | $9778523.73   | 0.32%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10253670.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3639 | PA      | $3775.16      | 0.00%             | 2026-12-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7284088.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2443 | PA      | $2055.21      | 0.00%             | 2025-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183593989.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14956 | PA      | $12553.31     | 0.00%             | 2027-07-15      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183436461.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13958 | PA      | $13898.67     | 0.00%             | 2026-11-23      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8093036.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10658 | PA      | $179.41       | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5734473.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4239 | PA      | $0.00         | 0.00%             | 2034-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7693460.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1351 | PA      | $916.61       | 0.00%             | 2025-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                              | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179YHT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         0 | PA      | $0.00         | 0.00%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7884480.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8821 | PA      | $6843.01      | 0.00%             | 2025-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7816612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       948 | PA      | $796.20       | 0.00%             | 2025-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7312996.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2515 | PA      | $2021.33      | 0.00%             | 2025-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991470545.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DS6D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    496722 | PA      | $413427.62    | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183710879.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12169 | PA      | $12166.46     | 0.00%             | 2027-05-06      | Fixed         | 19.95%                | No            |                  3 | On Loan: No      |
| Transcontinental Gas Pipe Line Co. LLC                                            | Transcontinental Gas Pipe Line Co. LLC                                                            | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4209012.50   | 0.14%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5955157.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       946 | PA      | $0.00         | 0.00%             | 2034-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11333811.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6587 | PA      | $6787.98      | 0.00%             | 2027-01-03      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5336855.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1312 | PA      | $0.02         | 0.00%             | 2033-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5655794.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       265 | PA      | $0.00         | 0.00%             | 2034-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7872643.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4361 | PA      | $4194.56      | 0.00%             | 2025-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hexion Holdings Corp.                                                             | Hexion Holdings Corp., First Lien, 2024 Refinancing CME Term Loan                                 | CUSIP: 00217XAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    274438 | PA      | $267870.97    | 0.01%             | 2029-03-15      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991373941.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $1.33         | 0.00%             | 2029-12-10      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5122010.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       629 | PA      | $0.00         | 0.00%             | 2033-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8205876.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1452 | PA      | $1438.24      | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7816988.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       505 | PA      | $444.80       | 0.00%             | 2025-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6126498.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1036 | PA      | $0.05         | 0.00%             | 2034-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1998048.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1166 | PA      | $1142.08      | 0.00%             | 2026-11-08      | Fixed         | 26.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5960150.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2473 | PA      | $0.00         | 0.00%             | 2034-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8056820.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       423 | PA      | $399.71       | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6548822.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1334 | PA      | $5.00         | 0.00%             | 2034-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1706055.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       753 | PA      | $740.09       | 0.00%             | 2026-09-13      | Fixed         | 29.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4848471.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2931 | PA      | $0.00         | 0.00%             | 2033-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7886066.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34588 | PA      | $31495.36     | 0.00%             | 2025-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Albaugh LLC                                                                       | Albaugh LLC, First Lien, Initial CME Term Loan                                                    | CUSIP: 01260HAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    526570 | PA      | $513405.37    | 0.02%             | 2029-04-06      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11296028.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24136 | PA      | $25176.37     | 0.00%             | 2026-11-19      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11385154.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6756 | PA      | $6975.03      | 0.00%             | 2027-01-08      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5720196.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       869 | PA      | $0.00         | 0.00%             | 2034-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6369144.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10787 | PA      | $28.00        | 0.00%             | 2034-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1705876.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       762 | PA      | $748.72       | 0.00%             | 2026-09-13      | Fixed         | 30.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1919784.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5124 | PA      | $5014.52      | 0.00%             | 2026-11-08      | Fixed         | 25.31%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWJP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2053-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991045857.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-10      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5025377.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4937 | PA      | $0.00         | 0.00%             | 2033-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5900966.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1908 | PA      | $0.05         | 0.00%             | 2034-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                             | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31296JLK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4808 | PA      | $4880.49      | 0.00%             | 2033-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7217319.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18370 | PA      | $360.49       | 0.00%             | 2035-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7958943.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1299 | PA      | $1235.02      | 0.00%             | 2026-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3142GSMF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3610030 | PA      | $3726106.16   | 0.12%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5853687.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1153 | PA      | $0.00         | 0.00%             | 2034-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7939643.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       357 | PA      | $355.88       | 0.00%             | 2025-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6823837.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8236 | PA      | $117.85       | 0.00%             | 2035-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2217252.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       962 | PA      | $942.97       | 0.00%             | 2026-12-14      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6210528.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10451 | PA      | $3.54         | 0.00%             | 2034-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09726787.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5376 | PA      | $5461.29      | 0.00%             | 2026-08-24      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7763236.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5804 | PA      | $1839.33      | 0.00%             | 2025-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4593610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       909 | PA      | $0.06         | 0.00%             | 2033-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Rand Parent LLC                                                                   | Rand Parent LLC, First Lien, CME Term Loan, B                                                     | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    708328 | PA      | $658302.04    | 0.02%             | 2030-03-18      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6509194.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9768 | PA      | $32.70        | 0.00%             | 2034-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183766454.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9742 | PA      | $0.00         | 0.00%             | 2027-05-10      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1875318.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1979 | PA      | $1938.50      | 0.00%             | 2026-10-19      | Fixed         | 10.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8190503.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2477 | PA      | $2389.08      | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7974193.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       516 | PA      | $510.14       | 0.00%             | 2026-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1605023.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5947 | PA      | $5924.03      | 0.00%             | 2026-08-16      | Fixed         | 14.20%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183249731.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5690 | PA      | $5687.63      | 0.00%             | 2026-11-24      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| IQVIA, Inc.                                                                       | IQVIA, Inc.                                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4472176.30   | 0.15%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10768778.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15374 | PA      | $15620.58     | 0.00%             | 2026-11-18      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Fiesta Purchaser, Inc.                                                            | Fiesta Purchaser, Inc., First Lien, First Refinancing CME Term Loan                               | CUSIP: 31659LAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.02         | 0.00%             | 2031-02-12      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1649530.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2759 | PA      | $2767.12      | 0.00%             | 2026-10-28      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7674807.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $12.83        | 0.00%             | 2025-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8032482.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3442 | PA      | $3333.32      | 0.00%             | 2026-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991373345.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $8.54         | 0.00%             | 2025-05-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| McAfee Corp.                                                                      | McAfee Corp., First Lien, CME Term Loan, B1                                                       | CUSIP: 57906HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    531330 | PA      | $500889.72    | 0.02%             | 2029-03-01      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4815651.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       629 | PA      | $0.00         | 0.00%             | 2033-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Oaktree CLO Ltd.                                                                  | Oaktree CLO Ltd., Series 2021-1A, Class A1R                                                       | CUSIP: 67402JAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3145000 | PA      | $3129201.49   | 0.10%             | 2038-01-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7963717.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       934 | PA      | $281.47       | 0.00%             | 2026-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10762415.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5699 | PA      | $5966.96      | 0.00%             | 2026-11-24      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.01         | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                          | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-51, Class PT                | CUSIP: 21055HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16333 | PA      | $15704.47     | 0.00%             | 2045-01-15      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7895745.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1678 | PA      | $724.65       | 0.00%             | 2025-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8015845.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9288 | PA      | $7730.34      | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7879828.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       363 | PA      | $361.91       | 0.00%             | 2025-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1995487.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2023 | PA      | $1994.08      | 0.00%             | 2026-11-18      | Fixed         | 15.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8030096.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       545 | PA      | $540.39       | 0.00%             | 2026-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| T-Mobile USA, Inc.                                                                | T-Mobile USA, Inc.                                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11582693.76  | 0.38%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA                                                                                              | CUSIP: 31385HJQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20540 | PA      | $20349.87     | 0.00%             | 2033-03-01      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5745525.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3073 | PA      | $0.00         | 0.00%             | 2034-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183877158.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7181 | PA      | $0.00         | 0.00%             | 2027-07-21      | Fixed         | 20.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7077535.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       326 | PA      | $169.94       | 0.00%             | 2035-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Benchmark Mortgage Trust                                                          | Benchmark Mortgage Trust, Series 2025-V14, Class XA                                               | CUSIP: 08164BAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  85844000 | PA      | $2897303.68   | 0.09%             | 2057-04-15      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5368153.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1070 | PA      | $0.01         | 0.00%             | 2033-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11305667.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12102 | PA      | $12727.41     | 0.00%             | 2026-12-27      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5292413.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7292 | PA      | $0.00         | 0.00%             | 2033-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1617314.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       940 | PA      | $926.77       | 0.00%             | 2026-08-24      | Fixed         | 23.08%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                             | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283HRL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3790 | PA      | $3981.82      | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31384WLN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       229 | PA      | $236.35       | 0.00%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7352154.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $103.31       | 0.00%             | 2025-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 181681556.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6093 | PA      | $6156.27      | 0.00%             | 2026-10-14      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1989899.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1214 | PA      | $1186.70      | 0.00%             | 2026-11-08      | Fixed         | 22.28%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWNM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    949716 | PA      | $964033.65    | 0.03%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09708666.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7979 | PA      | $8289.41      | 0.00%             | 2026-08-15      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8098162.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4466 | PA      | $4366.83      | 0.00%             | 2026-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184382909.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8142 | PA      | $8110.13      | 0.00%             | 2026-12-21      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10692650.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6459 | PA      | $6537.30      | 0.00%             | 2026-10-08      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5066009.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6172 | PA      | $0.00         | 0.00%             | 2033-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1878749.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1899 | PA      | $509.86       | 0.00%             | 2026-10-19      | Fixed         | 24.60%                | No            |                  3 | On Loan: No      |
| Fiserv, Inc.                                                                      | Fiserv, Inc.                                                                                      | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6624662.20   | 0.22%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1660986.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10252 | PA      | $10208.87     | 0.00%             | 2026-11-05      | Fixed         | 16.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8039538.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2082 | PA      | $2004.20      | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09036276.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1849 | PA      | $1856.91      | 0.00%             | 2025-06-21      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| WESCO Distribution, Inc.                                                          | WESCO Distribution, Inc.                                                                          | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3550617.00   | 0.12%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31416VS21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1184914 | PA      | $1240679.15   | 0.04%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6864699.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       203 | PA      | $95.78        | 0.00%             | 2035-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991084445.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $5.01         | 0.00%             | 2030-05-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-12243989.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4677 | PA      | $4889.44      | 0.00%             | 2027-01-27      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1996493.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9141 | PA      | $1253.24      | 0.00%             | 2026-11-08      | Fixed         | 13.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6624836.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       266 | PA      | $1.28         | 0.00%             | 2034-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184934200.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18278 | PA      | $1719.76      | 0.00%             | 2027-01-11      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1620763.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2087 | PA      | $2058.78      | 0.00%             | 2026-08-25      | Fixed         | 23.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2217530.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2084 | PA      | $2038.12      | 0.00%             | 2026-12-09      | Fixed         | 22.65%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991217112.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       189 | PA      | $191.93       | 0.00%             | 2026-02-25      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6983553.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2540 | PA      | $521.07       | 0.00%             | 2035-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6962505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       881 | PA      | $467.27       | 0.00%             | 2035-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6963222.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1355 | PA      | $16.89        | 0.00%             | 2035-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8170642.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1160 | PA      | $1093.92      | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| K2016470219 South Africa Ltd.                                                     | K2016470219 South Africa Ltd.                                                                     | CUSIP: N/A<br>LEI: 378900DECAC8CFA88345       | Long             | DBT              | CORP              | ZA        |   2492650 | PA      | $0.00         | 0.00%             | 2022-12-31      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5656603.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       812 | PA      | $0.07         | 0.00%             | 2034-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183425539.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8027 | PA      | $7974.94      | 0.00%             | 2026-11-23      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5091416.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13871 | PA      | $0.00         | 0.00%             | 2033-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5553801.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15160 | PA      | $0.00         | 0.00%             | 2033-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7701828.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       524 | PA      | $513.19       | 0.00%             | 2025-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8029259.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1283 | PA      | $1103.62      | 0.00%             | 2026-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6524458.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1541 | PA      | $3.44         | 0.00%             | 2034-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2069989.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $0.21         | 0.00%             | 2034-11-18      | Fixed         | 21.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5249081.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1535 | PA      | $0.00         | 0.00%             | 2033-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                             | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128M4UE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11854 | PA      | $12427.80     | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                                                        | Hess Corp.                                                                                        | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5844084.79   | 0.19%             | 2033-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8025825.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4390 | PA      | $4183.40      | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7643287.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1365 | PA      | $923.77       | 0.00%             | 2025-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991274008.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7751484.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5615 | PA      | $3975.12      | 0.00%             | 2025-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09060458.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3320 | PA      | $3463.57      | 0.00%             | 2026-05-31      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183418746.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12754 | PA      | $12941.77     | 0.00%             | 2026-11-22      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7200476.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2032 | PA      | $72.33        | 0.00%             | 2035-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5827715.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3528 | PA      | $0.14         | 0.00%             | 2034-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7977212.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3357 | PA      | $3157.88      | 0.00%             | 2026-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11361916.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22387 | PA      | $23625.86     | 0.00%             | 2026-12-26      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991090906.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-11      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8055639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1484 | PA      | $1448.57      | 0.00%             | 2026-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5096503.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9495 | PA      | $0.38         | 0.00%             | 2033-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8209877.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5806 | PA      | $5340.06      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                             | Public Service Enterprise Group, Inc.                                                             | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2739045.09   | 0.09%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2215725.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3946 | PA      | $3867.56      | 0.00%             | 2026-12-09      | Fixed         | 28.05%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09354737.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2363 | PA      | $2390.09      | 0.00%             | 2026-07-07      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31403DJR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23223 | PA      | $23522.36     | 0.00%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7113491.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1744 | PA      | $56.24        | 0.00%             | 2035-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Duke Energy Corp.                                                                 | Duke Energy Corp.                                                                                 | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1935056.14   | 0.06%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                   | Goldman Sachs Group, Inc. (The)                                                                   | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $5734414.60   | 0.19%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8071848.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       415 | PA      | $410.44       | 0.00%             | 2026-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2219062.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2509 | PA      | $2457.93      | 0.00%             | 2026-12-10      | Fixed         | 19.40%                | No            |                  3 | On Loan: No      |
| Pacific Dental Services, Inc.                                                     | Pacific Dental Services, Inc., First Lien, CME Term Loan                                          | CUSIP: 69417WAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    208060 | PA      | $206516.69    | 0.01%             | 2031-03-17      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2075299.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1659 | PA      | $1639.93      | 0.00%             | 2026-11-18      | Fixed         | 17.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7934196.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       355 | PA      | $349.89       | 0.00%             | 2025-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7188188.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       603 | PA      | $344.72       | 0.00%             | 2035-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7254093.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2380 | PA      | $45.47        | 0.00%             | 2035-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10519197.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5142 | PA      | $5202.91      | 0.00%             | 2025-10-29      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5069067.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12169 | PA      | $0.05         | 0.00%             | 2033-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5330620.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       262 | PA      | $0.00         | 0.00%             | 2033-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6829019.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2958 | PA      | $418.70       | 0.00%             | 2035-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6933558.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3195 | PA      | $71.85        | 0.00%             | 2035-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2074102.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1211 | PA      | $1191.39      | 0.00%             | 2026-11-18      | Fixed         | 27.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5143578.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       597 | PA      | $0.00         | 0.00%             | 2033-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Edelman Financial Engines Center LLC                                              | Edelman Financial Engines Center LLC (The), First Lien, Initial CME Term Loan                     | CUSIP: 27943UAM8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    607029 | PA      | $605544.93    | 0.02%             | 2028-04-07      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991087378.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       368 | PA      | $86.03        | 0.00%             | 2026-11-15      | Fixed         | 21.36%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1630162.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15217 | PA      | $15013.38     | 0.00%             | 2027-08-22      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991195763.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8145457.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2147 | PA      | $2109.58      | 0.00%             | 2026-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2221075.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1769 | PA      | $1735.97      | 0.00%             | 2026-12-10      | Fixed         | 30.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7116821.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28094 | PA      | $845.56       | 0.00%             | 2035-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Sound Point CLO XXII Ltd.                                                         | Sound Point CLO XXII Ltd., Series 2019-1A, Class ARR                                              | CUSIP: 83611KAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5242326 | PA      | $5231841.60   | 0.17%             | 2032-01-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7840071.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1722 | PA      | $1589.93      | 0.00%             | 2025-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2071456.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14459 | PA      | $14152.42     | 0.00%             | 2026-11-18      | Fixed         | 12.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991202795.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $3.72         | 0.00%             | 2029-12-04      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8047355.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       580 | PA      | $524.12       | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Bonds                                                                               | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22215000 | PA      | $16109346.09  | 0.53%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5553995.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       680 | PA      | $0.00         | 0.00%             | 2033-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8178311.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3381 | PA      | $2963.67      | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10157176.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3047 | PA      | $3082.48      | 0.00%             | 2025-10-01      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2222062.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3798 | PA      | $3725.68      | 0.00%             | 2027-05-10      | Fixed         | 23.82%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11304530.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21706 | PA      | $22624.38     | 0.00%             | 2026-11-24      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991066988.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5581964.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2789 | PA      | $0.00         | 0.00%             | 2033-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1879021.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3304 | PA      | $526.44       | 0.00%             | 2026-10-19      | Fixed         | 32.25%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1672964.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4946 | PA      | $5131.08      | 0.00%             | 2026-12-15      | Fixed         | 28.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8166606.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1999 | PA      | $1956.11      | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2211511.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30785 | PA      | $13185.01     | 0.00%             | 2027-05-10      | Fixed         | 12.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5698837.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8377 | PA      | $0.47         | 0.00%             | 2034-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8096034.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2574 | PA      | $2542.88      | 0.00%             | 2026-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8220835.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2566 | PA      | $2071.49      | 0.00%             | 2026-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                        | JPMBB Commercial Mortgage Securities Trust, Series 2015-C31, Class A3                             | CUSIP: 46644YAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2506656 | PA      | $2489230.72   | 0.08%             | 2048-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1652711.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5084 | PA      | $5164.74      | 0.00%             | 2026-11-09      | Fixed         | 16.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991054408.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       175 | PA      | $177.95       | 0.00%             | 2025-10-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10432641.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11514 | PA      | $11761.07     | 0.00%             | 2026-10-29      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Ellington CLO III Ltd.                                                            | Ellington CLO III Ltd., Series 2018-3A, Class A1                                                  | CUSIP: 28852LAA1<br>LEI: 254900V20GCNJI0I7591 | Long             | ABS-CBDO         | CORP              | KY        |     37884 | PA      | $37884.46     | 0.00%             | 2030-07-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1612198.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4195 | PA      | $4116.52      | 0.00%             | 2026-08-23      | Fixed         | 11.94%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09057834.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7455 | PA      | $7707.73      | 0.00%             | 2026-05-29      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1616362.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2886 | PA      | $2841.33      | 0.00%             | 2027-01-24      | Fixed         | 23.47%                | No            |                  3 | On Loan: No      |
| COMM Mortgage Trust                                                               | COMM Mortgage Trust, Series 2015-PC1, Class AM                                                    | CUSIP: 12593GAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1664000 | PA      | $1643990.23   | 0.05%             | 2050-07-10      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5235201.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1059 | PA      | $0.00         | 0.00%             | 2033-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1876035.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1639 | PA      | $1609.26      | 0.00%             | 2026-10-19      | Fixed         | 20.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7903662.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       942 | PA      | $925.15       | 0.00%             | 2025-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5517225.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $0.02         | 0.00%             | 2033-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6646196.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       345 | PA      | $1.48         | 0.00%             | 2034-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31411WYZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63039 | PA      | $64975.44     | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5907307.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4223 | PA      | $0.09         | 0.00%             | 2034-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6000300.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2058 | PA      | $0.15         | 0.00%             | 2034-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4990927.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1216 | PA      | $0.00         | 0.00%             | 2033-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1613599.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       994 | PA      | $979.92       | 0.00%             | 2026-08-24      | Fixed         | 25.21%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182220241.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3665 | PA      | $3769.02      | 0.00%             | 2026-10-14      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                             | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128M4J53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11198 | PA      | $11755.08     | 0.00%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1612909.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       290 | PA      | $286.71       | 0.00%             | 2026-08-24      | Fixed         | 31.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5993993.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       738 | PA      | $0.05         | 0.00%             | 2034-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1877299.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5098 | PA      | $5009.09      | 0.00%             | 2026-10-19      | Fixed         | 22.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991316297.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3133BC6N2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWLJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2054-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10764525.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8887 | PA      | $1897.18      | 0.00%             | 2026-11-22      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1989533.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       561 | PA      | $549.62       | 0.00%             | 2026-11-08      | Fixed         | 30.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991031396.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $4.41         | 0.00%             | 2025-06-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8187994.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       433 | PA      | $413.70       | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7740952.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2949 | PA      | $437.84       | 0.00%             | 2025-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183585512.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10771 | PA      | $10790.19     | 0.00%             | 2026-11-30      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Tencent Holdings Ltd.                                                             | Tencent Holdings Ltd.                                                                             | CUSIP: 88032WAU0<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |  10000000 | PA      | $9083359.90   | 0.30%             | 2030-06-03      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1650649.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3123 | PA      | $3136.37      | 0.00%             | 2026-10-31      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991143958.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-21      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1881431.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       697 | PA      | $685.21       | 0.00%             | 2026-10-19      | Fixed         | 24.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7566892.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4393 | PA      | $4129.19      | 0.00%             | 2025-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5534538.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3044 | PA      | $0.11         | 0.00%             | 2033-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1706913.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2844 | PA      | $2786.68      | 0.00%             | 2026-09-13      | Fixed         | 20.18%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1645613.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5293 | PA      | $5266.39      | 0.00%             | 2026-11-20      | Fixed         | 12.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5588868.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2471 | PA      | $0.08         | 0.00%             | 2033-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JPMorgan Chase & Co.                                                              | JPMorgan Chase & Co.                                                                              | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1507156.85   | 0.05%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7508857.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       374 | PA      | $144.88       | 0.00%             | 2025-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                              | GNMA I, 30 Year                                                                                   | CUSIP: 36225BNR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4486 | PA      | $4722.42      | 0.00%             | 2031-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991352807.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWJY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.01         | 0.00%             | 2053-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1706656.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1006 | PA      | $158.54       | 0.00%             | 2026-09-15      | Fixed         | 29.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2218303.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3815 | PA      | $563.49       | 0.00%             | 2026-12-09      | Fixed         | 25.88%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182783983.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       936 | PA      | $931.33       | 0.00%             | 2025-05-31      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1880702.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6529 | PA      | $1694.01      | 0.00%             | 2026-10-19      | Fixed         | 9.87%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09029242.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14950 | PA      | $15140.41     | 0.00%             | 2026-06-01      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7994523.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2836 | PA      | $2009.79      | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1997930.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2216 | PA      | $2164.18      | 0.00%             | 2027-04-08      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183339903.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5884 | PA      | $0.00         | 0.00%             | 2034-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                                | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359699.60    | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 15 Year                                                                               | CUSIP: 3132D6B33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5832933.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       871 | PA      | $0.04         | 0.00%             | 2034-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| A-AP Buyer, Inc.                                                                  | A-AP Buyer, Inc., First Lien, Initial CME Term Loan                                               | CUSIP: 00036FAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    214650 | PA      | $214649.74    | 0.01%             | 2031-09-09      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8137489.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34354 | PA      | $19522.39     | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183915427.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7627 | PA      | $0.00         | 0.00%             | 2034-12-08      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8109203.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7196 | PA      | $2285.65      | 0.00%             | 2026-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1995939.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6669 | PA      | $6572.99      | 0.00%             | 2026-11-08      | Fixed         | 17.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7450843.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       180 | PA      | $117.95       | 0.00%             | 2025-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                             | FHLMC                                                                                             | CUSIP: 3128JRH82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    172994 | PA      | $171064.98    | 0.01%             | 2027-11-01      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283HTE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       932 | PA      | $975.06       | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183495228.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2696 | PA      | $2714.47      | 0.00%             | 2026-12-07      | Fixed         | 20.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2218938.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       200 | PA      | $197.96       | 0.00%             | 2035-05-10      | Fixed         | 7.83%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6537870.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       219 | PA      | $17.05        | 0.00%             | 2034-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5308440.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1850 | PA      | $0.00         | 0.00%             | 2033-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7723826.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       486 | PA      | $362.54       | 0.00%             | 2025-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11312173.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       583 | PA      | $53.81        | 0.00%             | 2026-12-20      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| ESAB Corp.                                                                        | ESAB Corp.                                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    800000 | PA      | $812704.56    | 0.03%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6997762.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       191 | PA      | $2.43         | 0.00%             | 2035-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6833495.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       378 | PA      | $3.83         | 0.00%             | 2035-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5871100.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19844 | PA      | $0.00         | 0.00%             | 2034-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8204408.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       989 | PA      | $912.19       | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Aspire Bakeries Holdings LLC                                                      | Aspire Bakeries Holdings LLC, First Lien, Initial CME Term Loan                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    197532 | PA      | $198025.60    | 0.01%             | 2030-12-22      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8186622.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1228 | PA      | $1210.94      | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1658161.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4283 | PA      | $3587.41      | 0.00%             | 2026-11-15      | Fixed         | 13.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7924133.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2951 | PA      | $2124.25      | 0.00%             | 2025-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2194261.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4682 | PA      | $4616.38      | 0.00%             | 2026-12-10      | Fixed         | 15.71%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10157026.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5613 | PA      | $5692.45      | 0.00%             | 2026-10-05      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Select Medical Corp.                                                              | Select Medical Corp., First Lien, CME Term Loan, B2                                               | CUSIP: 816194AY0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    282311 | PA      | $282223.81    | 0.01%             | 2031-12-03      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7371839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1200 | PA      | $592.30       | 0.00%             | 2025-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1613874.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3445 | PA      | $3444.02      | 0.00%             | 2026-08-12      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| GNMA                                                                              | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179XBP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8131367 | PA      | $6641590.66   | 0.22%             | 2052-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1992970.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6006 | PA      | $5919.52      | 0.00%             | 2026-11-08      | Fixed         | 16.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5073148.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7251 | PA      | $0.11         | 0.00%             | 2033-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5145611.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       415 | PA      | $0.00         | 0.00%             | 2033-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4606932.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2572 | PA      | $0.00         | 0.00%             | 2033-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8182440.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2243 | PA      | $2191.49      | 0.00%             | 2026-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5566977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4680 | PA      | $0.06         | 0.00%             | 2033-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7890888.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4192 | PA      | $4124.66      | 0.00%             | 2025-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991401151.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-12-17      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1617085.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3991 | PA      | $3919.01      | 0.00%             | 2026-08-24      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6735811.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1795 | PA      | $13.23        | 0.00%             | 2034-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991505343.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-12-18      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8062730.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       301 | PA      | $283.73       | 0.00%             | 2026-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5243643.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3274 | PA      | $0.00         | 0.00%             | 2033-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Societe Generale SA                                                               | Societe Generale SA                                                                               | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  10800000 | PA      | $10449911.74  | 0.34%             | 2027-06-09      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7855437.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1396 | PA      | $1355.72      | 0.00%             | 2025-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7870301.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       464 | PA      | $462.03       | 0.00%             | 2025-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Roper Industrial Products Investment Co. LLC                                      | Roper Industrial Products Investment Co. LLC, First Lien, Dollar CME Term Loan, D                 | CUSIP: 77669LAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    747897 | PA      | $742287.74    | 0.02%             | 2029-11-22      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5908792.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3885 | PA      | $0.00         | 0.00%             | 2034-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7391592.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5402 | PA      | $2141.85      | 0.00%             | 2025-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2218127.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4709 | PA      | $4609.55      | 0.00%             | 2026-12-09      | Fixed         | 24.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4624796.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       457 | PA      | $0.00         | 0.00%             | 2033-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11791248.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16822 | PA      | $17109.16     | 0.00%             | 2027-02-11      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10203214.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3288 | PA      | $3359.41      | 0.00%             | 2025-10-01      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182381955.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1791 | PA      | $1852.78      | 0.00%             | 2026-10-20      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                    | JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                                    | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2000000 | PA      | $1881500.60   | 0.06%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7922259.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18776 | PA      | $18428.77     | 0.00%             | 2025-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5155863.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10908 | PA      | $0.00         | 0.00%             | 2033-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MIWD Holdco II LLC                                                                | MIWD Holdco II LLC, First Lien, 2024 Incremental CME Term Loan                                    | CUSIP: 55336CAK8<br>LEI: 254900X3SPV5RVFJEY72 | Long             | LON              | CORP              | US        |     80232 | PA      | $79142.48     | 0.00%             | 2031-03-28      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2221701.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3623 | PA      | $3567.42      | 0.00%             | 2027-05-10      | Fixed         | 19.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991220521.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-11-26      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| FirstCash, Inc.                                                                   | FirstCash, Inc.                                                                                   | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4916983.63   | 0.16%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7729230.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2548 | PA      | $2479.87      | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991331833.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.00         | 0.00%             | 2029-12-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7458281.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5255 | PA      | $3120.58      | 0.00%             | 2025-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991049842.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-09-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Caesars Entertainment, Inc.                                                       | Caesars Entertainment, Inc., First Lien, 2023 Incremental CME Term Loan, B                        | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    216359 | PA      | $213870.71    | 0.01%             | 2030-02-06      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                      | AbbVie, Inc.                                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2860693.86   | 0.09%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8099621.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15674 | PA      | $10156.15     | 0.00%             | 2026-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8017039.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5350 | PA      | $5308.70      | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1619565.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2625 | PA      | $2575.86      | 0.00%             | 2026-08-25      | Fixed         | 11.35%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09045901.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6944 | PA      | $7027.03      | 0.00%             | 2026-07-13      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2070988.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3148 | PA      | $3083.28      | 0.00%             | 2026-11-18      | Fixed         | 13.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7459192.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2982 | PA      | $23.55        | 0.00%             | 2025-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Energy Transfer LP                                                                | Energy Transfer LP                                                                                | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9354816.82   | 0.31%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5796654.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23973 | PA      | $0.29         | 0.00%             | 2034-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31404TQ55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56179 | PA      | $57856.91     | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5074113.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38422 | PA      | $0.70         | 0.00%             | 2033-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8126648.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4101 | PA      | $540.45       | 0.00%             | 2026-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7536249.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4101 | PA      | $76.20        | 0.00%             | 2025-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RGA Global Funding                                                                | RGA Global Funding                                                                                | CUSIP: 76209PAD5<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   6900000 | PA      | $7099316.85   | 0.23%             | 2031-01-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2215557.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1098 | PA      | $1075.13      | 0.00%             | 2026-12-09      | Fixed         | 25.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1989334.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8700 | PA      | $8504.11      | 0.00%             | 2026-11-08      | Fixed         | 21.32%                | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31411HN97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1092 | PA      | $1124.37      | 0.00%             | 2037-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2075204.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2240 | PA      | $2203.20      | 0.00%             | 2026-11-18      | Fixed         | 25.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6696092.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1280 | PA      | $8.43         | 0.00%             | 2034-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2213701.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1296 | PA      | $1268.88      | 0.00%             | 2026-12-09      | Fixed         | 19.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8150842.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12085 | PA      | $6474.43      | 0.00%             | 2026-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7209211.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14325 | PA      | $792.93       | 0.00%             | 2035-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7261087.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1742 | PA      | $139.05       | 0.00%             | 2035-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC STACR REMIC Trust                                                           | FHLMC STACR REMIC Trust, Series 2022-DNA3, Class M1A                                              | CUSIP: 35564KUW7<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |   3211831 | PA      | $3251339.55   | 0.11%             | 2042-04-25      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, 15 Year                                                                                     | CUSIP: 3140XHB71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.01         | 0.00%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6123772.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4168 | PA      | $0.26         | 0.00%             | 2034-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183321695.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7303 | PA      | $7405.16      | 0.00%             | 2026-11-21      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8184207.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2717 | PA      | $2682.04      | 0.00%             | 2026-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1617008.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1222 | PA      | $1203.45      | 0.00%             | 2026-08-24      | Fixed         | 21.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5128160.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2113 | PA      | $0.00         | 0.00%             | 2033-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7959560.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1011 | PA      | $986.64       | 0.00%             | 2026-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7930283.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       495 | PA      | $299.70       | 0.00%             | 2025-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1614645.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1527 | PA      | $1502.34      | 0.00%             | 2027-01-24      | Fixed         | 22.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7972343.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2593 | PA      | $1633.84      | 0.00%             | 2026-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5115942.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25309 | PA      | $0.00         | 0.00%             | 2033-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Albion Financing 3 SARL                                                           | Albion Financing 3 SARL, First Lien, 2025 Amended USD CME Term Loan                               | CUSIP: 00847NAE6<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     63502 | PA      | $63561.67     | 0.00%             | 2029-08-16      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4848703.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1526 | PA      | $0.02         | 0.00%             | 2033-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7303458.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3365 | PA      | $2541.18      | 0.00%             | 2025-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1613143.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7325 | PA      | $7214.68      | 0.00%             | 2026-08-23      | Fixed         | 19.39%                | No            |                  3 | On Loan: No      |
| Truist Financial Corp.                                                            | Truist Financial Corp.                                                                            | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   4950000 | PA      | $5345686.86   | 0.17%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991034169.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-10      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8221453.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6328 | PA      | $6225.13      | 0.00%             | 2026-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8207913.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       415 | PA      | $403.51       | 0.00%             | 2026-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Specialty Building Products Holdings LLC                                          | Specialty Building Products Holdings LLC, First Lien, Initial CME Term Loan                       | CUSIP: 84748EAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    746154 | PA      | $699996.76    | 0.02%             | 2028-10-16      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182845074.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13924 | PA      | $13956.15     | 0.00%             | 2026-11-16      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Brand Industrial Services, Inc.                                                   | Brand Industrial Services, Inc., First Lien, CME Term Loan, C                                     | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |    497487 | PA      | $462616.06    | 0.02%             | 2030-08-01      | Variable      | 8.79%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8185108.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6378 | PA      | $6279.83      | 0.00%             | 2026-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Elevance Health, Inc.                                                             | Elevance Health, Inc.                                                                             | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6884462.34   | 0.22%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                            | California Municipal Finance Authority, Series 2020                                               | CUSIP: 13049GAA8<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   9435000 | PA      | $6309793.06   | 0.21%             | 2035-10-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7849491.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2521 | PA      | $2469.68      | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6878142.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1481 | PA      | $16.82        | 0.00%             | 2035-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-08988851.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10051 | PA      | $8502.52      | 0.00%             | 2025-12-01      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4861177.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       526 | PA      | $0.00         | 0.00%             | 2033-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6884701.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       810 | PA      | $9.14         | 0.00%             | 2035-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8222408.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       486 | PA      | $478.66       | 0.00%             | 2026-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991418120.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       164 | PA      | $11.79        | 0.00%             | 2027-07-13      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991128908.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8169510.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2501 | PA      | $2416.31      | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                                   | Regeneron Pharmaceuticals, Inc.                                                                   | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $6414555.23   | 0.21%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7942041.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9276 | PA      | $9079.72      | 0.00%             | 2025-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31410FFF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31279 | PA      | $31481.24     | 0.00%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7326147.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       547 | PA      | $338.61       | 0.00%             | 2025-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1992540.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6806 | PA      | $6658.54      | 0.00%             | 2026-11-08      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1989312.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1762 | PA      | $1724.95      | 0.00%             | 2026-11-08      | Fixed         | 26.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991223479.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       192 | PA      | $117.71       | 0.00%             | 2028-07-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31390LWE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2239 | PA      | $2305.90      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7992005.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3490 | PA      | $3431.16      | 0.00%             | 2026-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8094105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2578 | PA      | $2541.91      | 0.00%             | 2026-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2074193.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3538 | PA      | $3463.84      | 0.00%             | 2026-11-18      | Fixed         | 12.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7196348.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11631 | PA      | $253.19       | 0.00%             | 2035-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10243564.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10696 | PA      | $11219.73     | 0.00%             | 2026-11-30      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5782195.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1128 | PA      | $0.07         | 0.00%             | 2034-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183437929.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14142 | PA      | $14119.01     | 0.00%             | 2027-06-30      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5892236.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       863 | PA      | $0.00         | 0.00%             | 2034-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5297679.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4327 | PA      | $0.24         | 0.00%             | 2033-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Voya CLO Ltd.                                                                     | Voya CLO Ltd., Series 2020-1A, Class AR                                                           | CUSIP: 92918EAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4999386.62   | 0.16%             | 2034-07-16      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                | Energy Transfer LP                                                                                | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4255696.92   | 0.14%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1605623.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4588 | PA      | $4588.37      | 0.00%             | 2026-09-15      | Fixed         | 16.64%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132E0RB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4154567 | PA      | $3752712.51   | 0.12%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8027052.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3199 | PA      | $2901.09      | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| First Brands Group LLC                                                            | First Brands Group LLC, First Lien, 2021 CME Term Loan                                            | CUSIP: 31935HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    749961 | PA      | $699207.11    | 0.02%             | 2027-03-30      | Variable      | 9.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7722271.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7095 | PA      | $4984.18      | 0.00%             | 2025-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                               | CDIO                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |  90900000 | PA      | $704579.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2074536.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2309 | PA      | $2260.50      | 0.00%             | 2026-11-18      | Fixed         | 12.35%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-08114000.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9169 | PA      | $9284.65      | 0.00%             | 2026-11-10      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991267430.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6811743.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1691 | PA      | $573.67       | 0.00%             | 2035-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7069579.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1852 | PA      | $1299.24      | 0.00%             | 2035-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6319360.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5121 | PA      | $7.72         | 0.00%             | 2034-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31403AN35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14761 | PA      | $14839.31     | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7669086.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3352 | PA      | $3232.46      | 0.00%             | 2025-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2217516.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       696 | PA      | $681.45       | 0.00%             | 2026-12-09      | Fixed         | 24.76%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-12189756.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17413 | PA      | $1784.98      | 0.00%             | 2027-03-04      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Asurion LLC                                                                       | Asurion LLC, First Lien, New CME Term Loan, B10                                                   | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     68770 | PA      | $66573.12     | 0.00%             | 2028-08-21      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8038230.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4967 | PA      | $3196.95      | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1864741.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2343 | PA      | $2315.32      | 0.00%             | 2026-10-19      | Fixed         | 16.15%                | No            |                  3 | On Loan: No      |
| GNMA                                                                              | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36213VMK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4062 | PA      | $4262.98      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6036390.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       356 | PA      | $0.04         | 0.00%             | 2034-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8157225.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5029 | PA      | $4941.12      | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991112802.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       508 | PA      | $0.00         | 0.00%             | 2025-12-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5796633.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2959 | PA      | $0.00         | 0.00%             | 2034-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8186025.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3218 | PA      | $3054.77      | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183485184.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2366 | PA      | $2367.08      | 0.00%             | 2026-11-23      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7794327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       604 | PA      | $583.16       | 0.00%             | 2025-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| APi Group DE, Inc.                                                                | APi Group DE, Inc., First Lien, 2021 Incremental CME Term Loan                                    | CUSIP: 00186XAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     91832 | PA      | $91809.79     | 0.00%             | 2029-01-03      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31407ERW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    468615 | PA      | $482374.52    | 0.02%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DNRY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2430570 | PA      | $1930523.92   | 0.06%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31411KE74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       592 | PA      | $599.09       | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1705881.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2350 | PA      | $2307.96      | 0.00%             | 2026-09-13      | Fixed         | 30.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5793198.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14656 | PA      | $0.00         | 0.00%             | 2034-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7770019.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4010 | PA      | $3768.61      | 0.00%             | 2025-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31412LB74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10660 | PA      | $10983.88     | 0.00%             | 2037-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8184247.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2316 | PA      | $2199.40      | 0.00%             | 2026-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10622691.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5223 | PA      | $5425.34      | 0.00%             | 2026-10-02      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7930296.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       741 | PA      | $694.66       | 0.00%             | 2025-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 181746904.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12792 | PA      | $12642.94     | 0.00%             | 2026-11-05      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5960485.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       688 | PA      | $0.11         | 0.00%             | 2034-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5319254.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       875 | PA      | $0.00         | 0.00%             | 2033-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7255271.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1140 | PA      | $530.26       | 0.00%             | 2035-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1991804.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3195 | PA      | $3125.22      | 0.00%             | 2026-11-08      | Fixed         | 14.89%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183434269.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3407 | PA      | $3397.36      | 0.00%             | 2026-11-30      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1619251.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       870 | PA      | $859.07       | 0.00%             | 2026-08-25      | Fixed         | 24.92%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1679077.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8390 | PA      | $8348.88      | 0.00%             | 2026-12-15      | Fixed         | 15.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5398394.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       777 | PA      | $0.00         | 0.00%             | 2033-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6747235.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3203 | PA      | $11.57        | 0.00%             | 2034-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2075040.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5299 | PA      | $5187.26      | 0.00%             | 2026-11-18      | Fixed         | 11.45%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1649821.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2216 | PA      | $2208.56      | 0.00%             | 2026-10-28      | Fixed         | 13.66%                | No            |                  3 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Bonds                                                                               | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27300000 | PA      | $22602480.54  | 0.74%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                      | DaVita, Inc.                                                                                      | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1515601.50   | 0.05%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6214190.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       610 | PA      | $22.38        | 0.00%             | 2034-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2222524.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1292 | PA      | $1265.50      | 0.00%             | 2026-12-10      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4818987.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2640 | PA      | $0.07         | 0.00%             | 2033-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6425168.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4759 | PA      | $18.56        | 0.00%             | 2034-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8050572.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3832 | PA      | $1670.19      | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8014302.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7753 | PA      | $7693.22      | 0.00%             | 2026-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2219336.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3742 | PA      | $3642.76      | 0.00%             | 2026-12-10      | Fixed         | 7.29%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                           | LendingClub Corp. - LCX, 163371603.LC.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $54.90        | 0.00%             | 2035-05-13      | Fixed         | 10.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991231578.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $3.00         | 0.00%             | 2030-02-12      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6419039.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13386 | PA      | $16.58        | 0.00%             | 2034-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1995404.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3167 | PA      | $3121.24      | 0.00%             | 2026-11-08      | Fixed         | 14.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4628862.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8296 | PA      | $0.26         | 0.00%             | 2033-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7255214.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2026 | PA      | $69.92        | 0.00%             | 2035-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7941978.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       694 | PA      | $671.93       | 0.00%             | 2025-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1619610.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1738 | PA      | $1713.49      | 0.00%             | 2026-08-25      | Fixed         | 17.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1881555.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2721 | PA      | $1855.70      | 0.00%             | 2026-10-19      | Fixed         | 17.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7461398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1859 | PA      | $480.63       | 0.00%             | 2025-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7881388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1174 | PA      | $1043.92      | 0.00%             | 2025-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6389131.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18484 | PA      | $20.70        | 0.00%             | 2034-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8014194.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2434 | PA      | $2354.99      | 0.00%             | 2026-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7377915.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2442 | PA      | $1282.95      | 0.00%             | 2025-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8082786.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3897 | PA      | $3787.74      | 0.00%             | 2026-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183766217.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2974 | PA      | $0.00         | 0.00%             | 2034-12-06      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Jane Street Group / JSG Finance, Inc.                                             | Jane Street Group / JSG Finance, Inc.                                                             | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1131335.16   | 0.04%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1880129.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1386 | PA      | $1363.78      | 0.00%             | 2026-10-19      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7529703.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3770 | PA      | $121.86       | 0.00%             | 2025-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UFC Holdings LLC                                                                  | UFC Holdings LLC, First Lien, CME Term Loan, B4                                                   | CUSIP: 90266UAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    577331 | PA      | $577420.68    | 0.02%             | 2031-11-21      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11104135.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7939 | PA      | $8002.33      | 0.00%             | 2026-01-03      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8123309.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3053 | PA      | $3022.75      | 0.00%             | 2026-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7607761.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       164 | PA      | $158.69       | 0.00%             | 2025-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                              | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36295QGR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3104 | PA      | $3241.40      | 0.00%             | 2038-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7914856.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       262 | PA      | $261.24       | 0.00%             | 2025-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1636506.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7300 | PA      | $0.00         | 0.00%             | 2026-09-24      | Fixed         | 15.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2218351.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       397 | PA      | $388.74       | 0.00%             | 2026-12-09      | Fixed         | 14.35%                | No            |                  3 | On Loan: No      |
| Delta Topco, Inc.                                                                 | Delta Topco, Inc., First Lien, Fourth Amendment Refinancing CME Term Loan                         | CUSIP: 24780DAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    302118 | PA      | $300356.33    | 0.01%             | 2029-11-30      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| VS Buyer LLC                                                                      | VS Buyer LLC, First Lien, 2024-1 Refinancing CME Term Loan                                        | CUSIP: 91834WAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    642305 | PA      | $640301.50    | 0.02%             | 2031-04-14      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4707828.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        69 | PA      | $0.06         | 0.00%             | 2033-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09812236.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6811 | PA      | $6900.08      | 0.00%             | 2026-08-26      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8129667.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19389 | PA      | $19151.80     | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7924288.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4847 | PA      | $2955.69      | 0.00%             | 2025-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5324505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       732 | PA      | $0.08         | 0.00%             | 2033-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                              | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36206JHF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       129 | PA      | $129.16       | 0.00%             | 2025-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183799901.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4344 | PA      | $4326.32      | 0.00%             | 2026-12-06      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5574449.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8365 | PA      | $0.33         | 0.00%             | 2033-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2222111.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2400 | PA      | $2367.83      | 0.00%             | 2026-12-10      | Fixed         | 18.10%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1654496.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3819 | PA      | $3793.06      | 0.00%             | 2026-11-10      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6970498.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       226 | PA      | $144.12       | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182863664.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       574 | PA      | $0.00         | 0.00%             | 2034-11-17      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10209954.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4632 | PA      | $4718.37      | 0.00%             | 2026-09-23      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8165674.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21474 | PA      | $21042.54     | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1616132.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       477 | PA      | $470.20       | 0.00%             | 2026-08-24      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                          | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2020-2, Class PT                 | CUSIP: 21056TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18781 | PA      | $14694.34     | 0.00%             | 2045-03-15      | Variable      | 16.26%                | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA                                                                                              | CUSIP: 31391XH93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31926 | PA      | $32154.62     | 0.00%             | 2032-10-01      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991057788.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2220236.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8570 | PA      | $8374.76      | 0.00%             | 2026-12-10      | Fixed         | 11.73%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 15 Year                                                                               | CUSIP: 3132D6CM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    575716 | PA      | $546953.78    | 0.02%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4867919.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6047 | PA      | $0.00         | 0.00%             | 2033-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5069032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4912 | PA      | $0.00         | 0.00%             | 2033-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8097887.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3721 | PA      | $3542.12      | 0.00%             | 2026-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| KDC/ONE Development Corp., Inc.                                                   | KDC/ONE Development Corp., Inc., First Lien, 2024-2 Refinancing Dollar CME Term Loan              | CUSIP: C4879HAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     93750 | PA      | $93609.38     | 0.00%             | 2028-08-15      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7193396.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1121 | PA      | $14.18        | 0.00%             | 2035-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7291331.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1300 | PA      | $40.94        | 0.00%             | 2025-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7891807.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2546 | PA      | $1909.21      | 0.00%             | 2025-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10213964.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6603 | PA      | $6816.90      | 0.00%             | 2026-08-18      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2221919.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2493 | PA      | $2442.98      | 0.00%             | 2026-12-10      | Fixed         | 19.66%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10158390.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13166 | PA      | $13331.17     | 0.00%             | 2026-09-21      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7627911.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1782 | PA      | $1715.52      | 0.00%             | 2025-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11317083.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5261 | PA      | $3895.71      | 0.00%             | 2027-03-03      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                         | Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                                         | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2603494.40   | 0.09%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10291582.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7549 | PA      | $7748.18      | 0.00%             | 2026-10-09      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5002638.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1671 | PA      | $0.15         | 0.00%             | 2033-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2215729.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7278 | PA      | $7124.78      | 0.00%             | 2026-12-09      | Fixed         | 25.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4609493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1353 | PA      | $0.00         | 0.00%             | 2033-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183590285.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10283 | PA      | $1941.09      | 0.00%             | 2026-12-16      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1705224.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8448 | PA      | $8271.52      | 0.00%             | 2026-09-13      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1650998.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5805 | PA      | $5758.38      | 0.00%             | 2026-11-05      | Fixed         | 12.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7989026.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1114 | PA      | $1057.78      | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5857271.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5828 | PA      | $0.00         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991239064.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $20.43        | 0.00%             | 2030-02-13      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09238269.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14592 | PA      | $14797.85     | 0.00%             | 2026-06-28      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5775630.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3081 | PA      | $0.00         | 0.00%             | 2034-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5629056.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1080 | PA      | $0.00         | 0.00%             | 2034-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182185437.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9473 | PA      | $9416.18      | 0.00%             | 2027-10-29      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 3140XKJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991268970.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-11-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7705618.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1260 | PA      | $949.93       | 0.00%             | 2025-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183970462.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1428 | PA      | $1475.47      | 0.00%             | 2026-12-09      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5114309.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       906 | PA      | $0.00         | 0.00%             | 2033-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7467174.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1084 | PA      | $25.13        | 0.00%             | 2025-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DUMB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  43269438 | PA      | $39137762.96  | 1.28%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                           | Quikrete Holdings, Inc., First Lien, CME Term Loan, B2                                            | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    116617 | PA      | $115007.25    | 0.00%             | 2029-03-19      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184283871.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10101 | PA      | $1968.18      | 0.00%             | 2026-12-27      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184064152.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16688 | PA      | $1445.31      | 0.00%             | 2028-10-13      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1866351.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1068 | PA      | $1049.42      | 0.00%             | 2026-10-19      | Fixed         | 22.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7878727.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5763 | PA      | $4882.54      | 0.00%             | 2025-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8194482.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13952 | PA      | $11272.06     | 0.00%             | 2026-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31403FNF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18160 | PA      | $18284.71     | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31407NRE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50302 | PA      | $51685.68     | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991139342.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Flash Charm, Inc.                                                                 | Flash Charm, Inc., First Lien, CME Term Loan, B2                                                  | CUSIP: 45168RAT0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    779687 | PA      | $711709.97    | 0.02%             | 2028-03-02      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1706882.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1746 | PA      | $1723.26      | 0.00%             | 2026-09-13      | Fixed         | 17.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7280624.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1177 | PA      | $444.75       | 0.00%             | 2025-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4655501.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3366 | PA      | $0.07         | 0.00%             | 2033-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31413DD61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12667 | PA      | $13044.11     | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1658550.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5531 | PA      | $5485.57      | 0.00%             | 2026-11-02      | Fixed         | 9.45%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1991890.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1472 | PA      | $1443.11      | 0.00%             | 2026-11-08      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                               | Citigroup Commercial Mortgage Trust, Series 2016-P4, Class A2                                     | CUSIP: 29429EAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1954820 | PA      | $1923770.05   | 0.06%             | 2049-07-10      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Lummus Technology Holdings V LLC                                                  | Lummus Technology Holdings V LLC, First Lien, Amendment No. 2 Refinancing CME Term Loan, B        | CUSIP: 45232UAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    133810 | PA      | $133800.37    | 0.00%             | 2029-12-31      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991140034.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-02-24      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1615073.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1289 | PA      | $1273.21      | 0.00%             | 2026-08-24      | Fixed         | 30.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2198465.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2751 | PA      | $2691.43      | 0.00%             | 2027-05-09      | Fixed         | 24.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7667343.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1280 | PA      | $29.15        | 0.00%             | 2025-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5832876.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       888 | PA      | $0.05         | 0.00%             | 2034-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1877933.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1036 | PA      | $1016.18      | 0.00%             | 2026-10-19      | Fixed         | 16.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6666031.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1690 | PA      | $10.01        | 0.00%             | 2034-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2216167.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4019 | PA      | $93.57        | 0.00%             | 2027-05-09      | Fixed         | 23.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8062731.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40150 | PA      | $38316.45     | 0.00%             | 2026-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11798052.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13828 | PA      | $14452.59     | 0.00%             | 2027-02-12      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31412XSX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22789 | PA      | $23420.03     | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1674668.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $5.24         | 0.00%             | 2034-12-17      | Fixed         | 12.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5876942.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11879 | PA      | $0.00         | 0.00%             | 2034-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6541945.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6200 | PA      | $36.89        | 0.00%             | 2034-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7921110.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6656 | PA      | $6144.35      | 0.00%             | 2025-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2071863.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26359 | PA      | $25866.74     | 0.00%             | 2027-04-18      | Fixed         | 19.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1994443.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4735 | PA      | $4636.51      | 0.00%             | 2026-11-08      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10606420.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4874 | PA      | $4908.58      | 0.00%             | 2025-11-15      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10916969.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4951 | PA      | $5118.80      | 0.00%             | 2027-01-08      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11335385.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3384 | PA      | $3406.33      | 0.00%             | 2026-02-04      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5884756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       787 | PA      | $0.00         | 0.00%             | 2034-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 174084354.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7691 | PA      | $7643.35      | 0.00%             | 2026-01-26      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8191848.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5991 | PA      | $5849.44      | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6538002.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1103 | PA      | $6.62         | 0.00%             | 2034-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1999817.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2676 | PA      | $2617.31      | 0.00%             | 2026-11-08      | Fixed         | 23.27%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 15 Year                                                                               | CUSIP: 3133L8KH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.01         | 0.00%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09778451.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10202 | PA      | $10592.02     | 0.00%             | 2026-10-20      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11800507.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8760 | PA      | $9114.55      | 0.00%             | 2026-12-28      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4866709.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1837 | PA      | $0.13         | 0.00%             | 2033-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc.                    | Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc.                                    | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5100000 | PA      | $4932436.44   | 0.16%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1996843.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4513 | PA      | $4415.64      | 0.00%             | 2026-11-08      | Fixed         | 24.19%                | No            |                  3 | On Loan: No      |
| WEC US Holdings, Inc.                                                             | WEC US Holdings, Inc., First Lien, Initial CME Term Loan                                          | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    106606 | PA      | $105773.21    | 0.00%             | 2031-01-27      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6047712.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8819 | PA      | $1.39         | 0.00%             | 2034-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8130744.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1769 | PA      | $1742.14      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2217603.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2668 | PA      | $2630.77      | 0.00%             | 2026-12-09      | Fixed         | 17.91%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11355890.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16899 | PA      | $17162.81     | 0.00%             | 2027-01-07      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7115476.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6351 | PA      | $110.85       | 0.00%             | 2035-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5243677.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       199 | PA      | $0.00         | 0.00%             | 2033-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10710819.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3497 | PA      | $3516.54      | 0.00%             | 2027-01-09      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| StoneX Group, Inc.                                                                | StoneX Group, Inc.                                                                                | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2188351.35   | 0.07%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8215003.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2094 | PA      | $2039.82      | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31407YEJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140320 | PA      | $144629.95    | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7351853.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5993 | PA      | $639.83       | 0.00%             | 2025-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991269532.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $81.12        | 0.00%             | 2026-01-05      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10839237.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3935 | PA      | $3964.86      | 0.00%             | 2025-11-15      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8055435.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       916 | PA      | $898.83       | 0.00%             | 2026-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7922043.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1083 | PA      | $1055.07      | 0.00%             | 2025-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8184422.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10927 | PA      | $8510.76      | 0.00%             | 2026-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1613781.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $99.79        | 0.00%             | 2027-06-24      | Fixed         | 20.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1994793.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5676 | PA      | $5545.42      | 0.00%             | 2026-11-08      | Fixed         | 11.10%                | No            |                  3 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                          | SCIH Salt Holdings, Inc., First Lien, Incremental CME Term Loan, B1                               | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    651576 | PA      | $646428.16    | 0.02%             | 2029-01-31      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| Revvity, Inc.                                                                     | Revvity, Inc.                                                                                     | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1515893.33   | 0.05%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2220551.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       835 | PA      | $812.71       | 0.00%             | 2026-12-10      | Fixed         | 8.19%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991480124.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-11-18      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| WRKCo, Inc.                                                                       | WRKCo, Inc.                                                                                       | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4018442.10   | 0.13%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7254528.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2827 | PA      | $42.00        | 0.00%             | 2035-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11277041.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12993 | PA      | $13518.94     | 0.00%             | 2027-04-02      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| NCL Corp. Ltd.                                                                    | NCL Corp. Ltd.                                                                                    | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    600000 | PA      | $586274.71    | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5743913.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14974 | PA      | $0.35         | 0.00%             | 2034-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8143486.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4836 | PA      | $62.31        | 0.00%             | 2026-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31418ELU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183430694.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10743 | PA      | $1004.72      | 0.00%             | 2026-11-23      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7836372.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8558 | PA      | $8225.91      | 0.00%             | 2025-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11323384.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11366 | PA      | $11505.29     | 0.00%             | 2027-01-04      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7994300.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       362 | PA      | $358.45       | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6140493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       189 | PA      | $0.04         | 0.00%             | 2034-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183987324.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7545 | PA      | $7696.17      | 0.00%             | 2026-12-09      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Eleven Madison Mortgage Trust                                                     | Eleven Madison Mortgage Trust, Series 2015-11MD, Class A                                          | CUSIP: 556227AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3255000 | PA      | $3219603.83   | 0.11%             | 2035-09-10      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5655805.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9103 | PA      | $0.00         | 0.00%             | 2034-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 181832576.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11317 | PA      | $11668.65     | 0.00%             | 2026-10-21      | Fixed         | 27.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11266733.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10731 | PA      | $10901.12     | 0.00%             | 2026-12-30      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183270309.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15333 | PA      | $1898.43      | 0.00%             | 2027-09-17      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182763696.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6813 | PA      | $6953.37      | 0.00%             | 2026-11-01      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6143114.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1454 | PA      | $0.19         | 0.00%             | 2034-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991120297.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1316 | PA      | $1346.83      | 0.00%             | 2026-11-23      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DM2M6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991118360.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7387351.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1580 | PA      | $753.55       | 0.00%             | 2025-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4935340.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       172 | PA      | $0.06         | 0.00%             | 2033-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7811350.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2586 | PA      | $2302.77      | 0.00%             | 2025-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182419678.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11674 | PA      | $11705.44     | 0.00%             | 2027-04-25      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5756660.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17332 | PA      | $0.35         | 0.00%             | 2034-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Owens Corning                                                                     | Owens Corning                                                                                     | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6222703.44   | 0.20%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7375109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     58181 | PA      | $787.85       | 0.00%             | 2025-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5442439.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1242 | PA      | $0.00         | 0.00%             | 2033-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America Corp.                                                             | Bank of America Corp.                                                                             | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6700000 | PA      | $6055737.45   | 0.20%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183010490.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9073 | PA      | $8911.59      | 0.00%             | 2026-11-08      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182373053.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8262 | PA      | $8368.73      | 0.00%             | 2026-10-22      | Fixed         | 20.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5294931.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       875 | PA      | $0.21         | 0.00%             | 2033-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5068585.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2845 | PA      | $0.08         | 0.00%             | 2033-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 15 Year                                                                                     | CUSIP: 31418FFX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    894106 | PA      | $861806.06    | 0.03%             | 2039-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7118685.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1094 | PA      | $724.95       | 0.00%             | 2035-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4967874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6630 | PA      | $0.00         | 0.00%             | 2033-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1876421.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3206 | PA      | $3152.51      | 0.00%             | 2027-03-27      | Fixed         | 26.08%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09379010.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7957 | PA      | $8214.31      | 0.00%             | 2026-07-04      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8106283.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       210 | PA      | $198.95       | 0.00%             | 2026-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ABN AMRO Bank NV                                                                  | ABN AMRO Bank NV                                                                                  | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   2500000 | PA      | $2555999.43   | 0.08%             | 2027-09-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6786396.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6516 | PA      | $117.41       | 0.00%             | 2034-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                             | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31298YYH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30733 | PA      | $31878.46     | 0.00%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7377495.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9457 | PA      | $4548.48      | 0.00%             | 2025-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 15 Year                                                                               | CUSIP: 3132D6BZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    376546 | PA      | $357740.59    | 0.01%             | 2037-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5769375.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2824 | PA      | $0.16         | 0.00%             | 2034-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991247481.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       279 | PA      | $18.73        | 0.00%             | 2025-06-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7930786.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4227 | PA      | $4170.03      | 0.00%             | 2025-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Boston Scientific Corp.                                                           | Boston Scientific Corp.                                                                           | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5518464.24   | 0.18%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5149258.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2200 | PA      | $0.00         | 0.00%             | 2033-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183731402.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7108 | PA      | $7183.32      | 0.00%             | 2026-12-13      | Fixed         | 19.44%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10776411.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12299 | PA      | $12462.38     | 0.00%             | 2026-12-09      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8155381.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1959 | PA      | $1904.73      | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183867910.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7055 | PA      | $7215.42      | 0.00%             | 2026-12-07      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7587356.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2162 | PA      | $441.07       | 0.00%             | 2025-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1876728.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6048 | PA      | $5944.54      | 0.00%             | 2026-10-19      | Fixed         | 23.57%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991104280.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.19         | 0.00%             | 2029-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991218283.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3417 | PA      | $2327.91      | 0.00%             | 2027-02-27      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7633493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1079 | PA      | $824.74       | 0.00%             | 2025-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7617327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30061 | PA      | $19349.16     | 0.00%             | 2025-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5312989.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       886 | PA      | $0.00         | 0.00%             | 2033-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7518279.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       863 | PA      | $541.47       | 0.00%             | 2025-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1606587.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16879 | PA      | $16571.40     | 0.00%             | 2026-08-23      | Fixed         | 14.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1992891.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3023 | PA      | $2953.68      | 0.00%             | 2026-11-08      | Fixed         | 10.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4649299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       109 | PA      | $0.00         | 0.00%             | 2033-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1877594.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1528 | PA      | $1502.45      | 0.00%             | 2026-10-19      | Fixed         | 24.95%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184013288.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10863 | PA      | $11128.86     | 0.00%             | 2027-04-10      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5824064.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16472 | PA      | $0.00         | 0.00%             | 2034-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Metropolitan Life Global Funding I                                                | Metropolitan Life Global Funding I                                                                | CUSIP: 592179KF1<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  10300000 | PA      | $10548362.66  | 0.34%             | 2028-01-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Notes                                                                               | CUSIP: 912828N71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35400000 | PA      | $47502140.66  | 1.55%             | 2026-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1645256.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3112 | PA      | $3117.53      | 0.00%             | 2026-10-27      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4931889.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1469 | PA      | $0.09         | 0.00%             | 2033-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CSL Finance plc                                                                   | CSL Finance plc                                                                                   | CUSIP: 12661PAC3<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |   6500000 | PA      | $6234187.51   | 0.20%             | 2032-04-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8050308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3963 | PA      | $3354.57      | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8209494.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6272 | PA      | $5803.94      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8101696.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11445 | PA      | $11132.80     | 0.00%             | 2026-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7960885.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       373 | PA      | $366.77       | 0.00%             | 2026-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2214689.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2539 | PA      | $2485.72      | 0.00%             | 2026-12-09      | Fixed         | 24.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1706147.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2037 | PA      | $1996.90      | 0.00%             | 2026-09-13      | Fixed         | 23.21%                | No            |                  3 | On Loan: No      |
| UBS Group AG                                                                      | UBS Group AG                                                                                      | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   6500000 | PA      | $6658738.32   | 0.22%             | 2030-02-08      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2217138.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3440 | PA      | $3375.13      | 0.00%             | 2026-12-09      | Fixed         | 32.58%                | No            |                  3 | On Loan: No      |
| DaVita, Inc.                                                                      | DaVita, Inc.                                                                                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $4561141.73   | 0.15%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2074643.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7385 | PA      | $7226.79      | 0.00%             | 2026-11-18      | Fixed         | 10.22%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182412380.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4231 | PA      | $4304.56      | 0.00%             | 2026-11-01      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8208651.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3342 | PA      | $2780.26      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 3140QNQ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                   | BRAVO Residential Funding Trust, Series 2019-2, Class A3                                          | CUSIP: 10568LAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2620854 | PA      | $2513041.82   | 0.08%             | 2044-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2220970.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       520 | PA      | $270.42       | 0.00%             | 2027-05-10      | Fixed         | 26.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7780863.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2074 | PA      | $1901.09      | 0.00%             | 2025-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991036718.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7639750.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       648 | PA      | $550.37       | 0.00%             | 2025-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 15 Year                                                                                     | CUSIP: 3140XGDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31379MEJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2760 | PA      | $2842.43      | 0.00%             | 2028-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8162406.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3360 | PA      | $153.65       | 0.00%             | 2026-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DUL47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2752595 | PA      | $2487171.28   | 0.08%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4638327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8661 | PA      | $0.26         | 0.00%             | 2033-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5772616.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10404 | PA      | $0.00         | 0.00%             | 2034-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8078299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1605 | PA      | $656.12       | 0.00%             | 2026-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183095344.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15652 | PA      | $15695.56     | 0.00%             | 2026-11-24      | Fixed         | 13.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2070708.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7163 | PA      | $6978.18      | 0.00%             | 2026-11-18      | Fixed         | 7.71%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1614751.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5284 | PA      | $5206.96      | 0.00%             | 2026-08-24      | Fixed         | 17.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4836929.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6637 | PA      | $0.00         | 0.00%             | 2033-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1657476.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5898 | PA      | $5867.52      | 0.00%             | 2026-11-01      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7539480.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        80 | PA      | $72.26        | 0.00%             | 2025-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8190250.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5185 | PA      | $4429.50      | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31413B4V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15716 | PA      | $16118.57     | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31383JQK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3930 | PA      | $4092.53      | 0.00%             | 2029-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991298103.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-01-22      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8159248.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2967 | PA      | $2871.12      | 0.00%             | 2026-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991284608.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       174 | PA      | $174.68       | 0.00%             | 2025-10-04      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5914346.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       208 | PA      | $0.00         | 0.00%             | 2034-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182925771.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18143 | PA      | $2224.34      | 0.00%             | 2026-11-12      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5805490.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       629 | PA      | $0.00         | 0.00%             | 2034-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1992549.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4670 | PA      | $4568.87      | 0.00%             | 2026-11-08      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6627159.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       177 | PA      | $47.97        | 0.00%             | 2034-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2219804.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3923 | PA      | $3832.03      | 0.00%             | 2026-12-10      | Fixed         | 10.44%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11779303.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5319 | PA      | $5366.29      | 0.00%             | 2027-02-11      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Wells Fargo & Co.                                                                 | Wells Fargo & Co.                                                                                 | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7560312.90   | 0.25%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8018500.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1629 | PA      | $1562.58      | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7964674.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3685 | PA      | $3620.64      | 0.00%             | 2026-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1878489.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       774 | PA      | $534.76       | 0.00%             | 2026-10-19      | Fixed         | 30.93%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10315402.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9002 | PA      | $9451.96      | 0.00%             | 2027-04-30      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2074265.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4092 | PA      | $4029.62      | 0.00%             | 2026-11-18      | Fixed         | 29.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7978446.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5143 | PA      | $5081.54      | 0.00%             | 2026-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991047307.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183167278.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11910 | PA      | $0.00         | 0.00%             | 2026-11-24      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Home Partners of America Trust                                                    | Home Partners of America Trust, Series 2021-2, Class B                                            | CUSIP: 43732VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15234609 | PA      | $14621684.35  | 0.48%             | 2026-12-17      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                                      | MH Sub I LLC, First Lien, 2024 December New CME Term Loan                                         | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    317458 | PA      | $279334.16    | 0.01%             | 2031-12-31      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7485386.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6846 | PA      | $91.52        | 0.00%             | 2025-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2041907.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1468 | PA      | $1430.71      | 0.00%             | 2026-11-18      | Fixed         | 9.16%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182932552.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5893 | PA      | $5886.97      | 0.00%             | 2026-11-19      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10266247.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5532 | PA      | $594.07       | 0.00%             | 2027-01-08      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1613838.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       330 | PA      | $324.00       | 0.00%             | 2026-08-24      | Fixed         | 13.27%                | No            |                  3 | On Loan: No      |
| GNMA                                                                              | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36204RRQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        38 | PA      | $38.51        | 0.00%             | 2026-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| San Bernardino Community College District                                         | San Bernardino Community College District, Series 2021                                            | CUSIP: 796720PN4<br>LEI: 549300Y4FPTEP3EQZ007 | Long             | DBT              | MUN               | US        |  20405000 | PA      | $14786946.44  | 0.48%             | 2041-08-01      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| ConnectWise LLC                                                                   | ConnectWise LLC, First Lien, Initial CME Term Loan                                                | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    202972 | PA      | $202887.79    | 0.01%             | 2028-09-29      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8182655.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1277 | PA      | $1256.72      | 0.00%             | 2026-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Southern Co. (The)                                                                | Southern Co. (The), Series A                                                                      | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $10081220.52  | 0.33%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7777312.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       498 | PA      | $6.62         | 0.00%             | 2025-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991176181.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       602 | PA      | $620.90       | 0.00%             | 2025-09-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2071288.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1663 | PA      | $1644.37      | 0.00%             | 2026-11-18      | Fixed         | 18.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5878878.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       429 | PA      | $0.00         | 0.00%             | 2034-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                             | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128M4YJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75718 | PA      | $80131.06     | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1654759.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1848 | PA      | $1832.63      | 0.00%             | 2026-11-19      | Fixed         | 11.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5270493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1448 | PA      | $0.03         | 0.00%             | 2033-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1605896.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12922 | PA      | $9190.55      | 0.00%             | 2026-08-23      | Fixed         | 25.03%                | No            |                  3 | On Loan: No      |
| Camelot US Acquisition LLC                                                        | Camelot US Acquisition LLC, First Lien, Incremental Dollar CME Term Loan, B                       | CUSIP: L2000AAF7<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |    700917 | PA      | $693032.07    | 0.02%             | 2031-01-31      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4725524.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19384 | PA      | $1.24         | 0.00%             | 2033-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7696304.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3053 | PA      | $2225.07      | 0.00%             | 2025-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5472763.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2711 | PA      | $0.10         | 0.00%             | 2033-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991025029.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       109 | PA      | $39.75        | 0.00%             | 2025-11-09      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6000281.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       394 | PA      | $0.04         | 0.00%             | 2034-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991162286.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991055480.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-11-08      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5167520.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       792 | PA      | $0.03         | 0.00%             | 2033-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1879016.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9788 | PA      | $9570.73      | 0.00%             | 2027-03-19      | Fixed         | 10.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6878251.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15208 | PA      | $333.08       | 0.00%             | 2035-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Primary Products Finance LLC                                                      | Primary Products Finance LLC, First Lien, 2024 Second Replacement CME Term Loan, B                | CUSIP: 74167NAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    767126 | PA      | $758772.21    | 0.02%             | 2029-04-02      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 11 Ltd.                                         | GoldenTree Loan Management US CLO 11 Ltd., Series 2021-11A, Class AR                              | CUSIP: 38138KAL4<br>LEI: 549300TMEEKUOKVHYV65 | Long             | ABS-CBDO         | CORP              | KY        |  15590000 | PA      | $15559976.30  | 0.51%             | 2034-10-20      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184114198.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10821 | PA      | $10795.17     | 0.00%             | 2026-12-14      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                  | Burlington Northern Santa Fe LLC                                                                  | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6501963.48   | 0.21%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7873901.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       783 | PA      | $758.41       | 0.00%             | 2025-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7763836.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1567 | PA      | $1508.74      | 0.00%             | 2025-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4903860.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2273 | PA      | $0.07         | 0.00%             | 2033-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09708684.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18683 | PA      | $19427.19     | 0.00%             | 2026-08-24      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7794833.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       297 | PA      | $279.51       | 0.00%             | 2025-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7726762.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3409 | PA      | $50.17        | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8140437.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1860 | PA      | $1776.96      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BCP Renaissance Parent LLC                                                        | BCP Renaissance Parent LLC, First Lien, Initial CME Term Loan, B6                                 | CUSIP: 05549PAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54431 | PA      | $54410.67     | 0.00%             | 2028-10-31      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10480296.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1483 | PA      | $1506.55      | 0.00%             | 2026-02-12      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11800371.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8310 | PA      | $8395.95      | 0.00%             | 2027-10-10      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Verus Securitization Trust                                                        | Verus Securitization Trust, Series 2023-6, Class A1                                               | CUSIP: 92539XAA2<br>LEI: 984500915DDB7T2ACA27 | Long             | ABS-MBS          | CORP              | US        |    657708 | PA      | $664166.33    | 0.02%             | 2068-09-25      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8121883.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4300 | PA      | $4202.61      | 0.00%             | 2026-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8204832.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1121 | PA      | $1084.06      | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 3140XKG20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  31319490 | PA      | $28290030.87  | 0.92%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                            | Merrill Lynch Mortgage Investors Trust, Series 2003-A, Class 1A                                   | CUSIP: 589929F94<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84565 | PA      | $83029.29     | 0.00%             | 2028-03-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991226484.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       234 | PA      | $201.63       | 0.00%             | 2025-08-10      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7906367.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1820 | PA      | $1751.92      | 0.00%             | 2025-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991262392.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-16      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Central Parent LLC                                                                | Central Parent LLC, First Lien, 2024 Refinancing CME Term Loan                                    | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    766150 | PA      | $641754.06    | 0.02%             | 2029-07-06      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7527745.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       201 | PA      | $71.17        | 0.00%             | 2025-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184168561.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       149 | PA      | $0.00         | 0.00%             | 2035-04-24      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09231496.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2555 | PA      | $2557.41      | 0.00%             | 2025-06-01      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6776773.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57840 | PA      | $372.73       | 0.00%             | 2034-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| 24 Hour Fitness Worldwide, Inc.                                                   | 24 Hour Fitness Worldwide, Inc.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     13078 | NS      | $555.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183699303.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8974 | PA      | $0.00         | 0.00%             | 2026-12-02      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31404WVM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3633 | PA      | $3733.52      | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6261595.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26584 | PA      | $28.82        | 0.00%             | 2034-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Imprivata, Inc.                                                                   | Imprivata, Inc., First Lien, 2024 Refinancing CME Term Loan                                       | CUSIP: 45323KAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    128933 | PA      | $129392.20    | 0.00%             | 2027-12-01      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                    | Carnival Corp.                                                                                    | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1800000 | PA      | $1788611.94   | 0.06%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8165070.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2429 | PA      | $2378.14      | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 15 Year                                                                               | CUSIP: 3132D6BX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3203239 | PA      | $2978319.13   | 0.10%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                     | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  33130000 | PA      | $29903868.52  | 0.98%             | 2055-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991418802.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        96 | PA      | $66.73        | 0.00%             | 2027-08-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09708763.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6708 | PA      | $6885.00      | 0.00%             | 2026-08-10      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 172960729.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7686 | PA      | $0.00         | 0.00%             | 2025-12-19      | Fixed         | 14.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7279337.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       236 | PA      | $98.67        | 0.00%             | 2025-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2216795.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6511 | PA      | $6377.20      | 0.00%             | 2026-12-09      | Fixed         | 26.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2073684.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3562 | PA      | $3470.78      | 0.00%             | 2026-11-18      | Fixed         | 7.58%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11789582.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6268 | PA      | $6515.26      | 0.00%             | 2027-02-11      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8084514.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1772 | PA      | $1726.52      | 0.00%             | 2026-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1706713.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2602 | PA      | $2557.64      | 0.00%             | 2026-09-13      | Fixed         | 30.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1994293.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       699 | PA      | $685.22       | 0.00%             | 2026-11-08      | Fixed         | 30.31%                | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31402RDF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50179 | PA      | $52375.66     | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4928795.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21198 | PA      | $0.82         | 0.00%             | 2033-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7176877.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1686 | PA      | $936.31       | 0.00%             | 2035-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2005-122, Class FN                                                                   | CUSIP: 31394VEX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    379846 | PA      | $377854.59    | 0.01%             | 2036-01-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                  | CVS Health Corp.                                                                                  | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4967462.60   | 0.16%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2070592.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1123 | PA      | $1105.06      | 0.00%             | 2026-11-18      | Fixed         | 31.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8018623.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       510 | PA      | $503.86       | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7935470.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1422 | PA      | $1408.88      | 0.00%             | 2025-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7855369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3143 | PA      | $1337.97      | 0.00%             | 2025-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7890693.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       439 | PA      | $437.48       | 0.00%             | 2025-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6935864.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6438 | PA      | $3736.83      | 0.00%             | 2035-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Amgen, Inc.                                                                       | Amgen, Inc.                                                                                       | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |  14300000 | PA      | $14455185.32  | 0.47%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7797911.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1686 | PA      | $1673.90      | 0.00%             | 2025-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6988728.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       193 | PA      | $100.77       | 0.00%             | 2035-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6622368.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2757 | PA      | $21.72        | 0.00%             | 2034-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182312904.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5196 | PA      | $482.66       | 0.00%             | 2027-05-18      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Hyundai Capital America                                                           | Hyundai Capital America                                                                           | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1613092.14   | 0.05%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10400942.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1887 | PA      | $1896.45      | 0.00%             | 2025-09-10      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA                                                                                              | CUSIP: 31385HJ45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10287 | PA      | $10208.92     | 0.00%             | 2033-06-01      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183238822.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9617 | PA      | $9507.69      | 0.00%             | 2026-11-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3133KNGQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7296106.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       659 | PA      | $14.61        | 0.00%             | 2025-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                             | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283HSW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3804 | PA      | $3972.52      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5936987.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       631 | PA      | $0.00         | 0.00%             | 2034-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8086461.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5361 | PA      | $5280.68      | 0.00%             | 2026-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5564400.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4180 | PA      | $0.22         | 0.00%             | 2033-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6424077.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3020 | PA      | $8.25         | 0.00%             | 2034-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7097160.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1160 | PA      | $807.16       | 0.00%             | 2035-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991143330.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8007319.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12785 | PA      | $187.45       | 0.00%             | 2026-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09447903.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12944 | PA      | $8080.81      | 0.00%             | 2027-06-30      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8126617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       570 | PA      | $561.82       | 0.00%             | 2026-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10308476.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5018 | PA      | $5129.37      | 0.00%             | 2027-03-28      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6584579.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       136 | PA      | $0.46         | 0.00%             | 2034-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hexion Holdings Corp.                                                             | Hexion Holdings Corp., Second Lien, Initial CME Term Loan                                         | CUSIP: 42829JAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    138944 | PA      | $131417.85    | 0.00%             | 2030-03-15      | Variable      | 11.86%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7611276.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2044 | PA      | $2012.84      | 0.00%             | 2025-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Sedgwick Claims Management Services, Inc.                                         | Sedgwick Claims Management Services, Inc., First Lien, 2024 CME Term Loan                         | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    311253 | PA      | $310158.66    | 0.01%             | 2031-07-31      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7619618.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2757 | PA      | $1525.63      | 0.00%             | 2025-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-12251026.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7388 | PA      | $1459.74      | 0.00%             | 2027-01-27      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8034921.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1324 | PA      | $1296.75      | 0.00%             | 2026-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991102474.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2500 | PA      | $231.29       | 0.00%             | 2028-11-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182999628.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5062 | PA      | $5049.07      | 0.00%             | 2026-11-15      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184040777.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4720 | PA      | $4838.05      | 0.00%             | 2026-12-24      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7692666.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       705 | PA      | $436.51       | 0.00%             | 2025-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8170252.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6457 | PA      | $6319.52      | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8146610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1023 | PA      | $685.26       | 0.00%             | 2026-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7687178.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4212 | PA      | $3368.01      | 0.00%             | 2025-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183618524.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11611 | PA      | $11968.02     | 0.00%             | 2026-11-30      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2218003.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       865 | PA      | $846.91       | 0.00%             | 2026-12-09      | Fixed         | 23.87%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184091538.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2657 | PA      | $0.00         | 0.00%             | 2034-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7587250.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       750 | PA      | $597.18       | 0.00%             | 2025-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1613128.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19770 | PA      | $19462.58     | 0.00%             | 2026-08-24      | Fixed         | 21.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1410769.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1558 | PA      | $1528.15      | 0.00%             | 2026-07-09      | Fixed         | 17.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5808150.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1070 | PA      | $0.00         | 0.00%             | 2034-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991322358.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1876658.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1676 | PA      | $1649.97      | 0.00%             | 2026-11-11      | Fixed         | 27.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5644959.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10493 | PA      | $0.34         | 0.00%             | 2034-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                        | J.P. Morgan Mortgage Trust, Series 2021-15, Class A4                                              | CUSIP: 46654TAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6256064 | PA      | $5573156.25   | 0.18%             | 2052-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                        | Air Canada, First Lien, CME Term Loan                                                             | CUSIP: C0102MAS4<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     88056 | PA      | $87184.20     | 0.00%             | 2031-03-21      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6601765.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2098 | PA      | $6.26         | 0.00%             | 2034-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7829327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       167 | PA      | $164.46       | 0.00%             | 2025-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8035368.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2269 | PA      | $2197.11      | 0.00%             | 2026-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7016321.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38547 | PA      | $1007.08      | 0.00%             | 2035-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7828520.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2729 | PA      | $49.72        | 0.00%             | 2025-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991357205.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-12-11      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31411EL96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134301 | PA      | $136063.37    | 0.00%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8000545.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2769 | PA      | $2697.42      | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA                                                                                              | CUSIP: 31406C6X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    271732 | PA      | $268897.40    | 0.01%             | 2033-08-01      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                        | JPMBB Commercial Mortgage Securities Trust, Series 2016-C1, Class A5                              | CUSIP: 46645LAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4544765 | PA      | $4491037.70   | 0.15%             | 2049-03-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6814032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       673 | PA      | $8.34         | 0.00%             | 2035-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Banque Ouest Africaine de Developpement                                           | Banque Ouest Africaine de Developpement                                                           | CUSIP: 06675QAB9<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | US        |  10700000 | PA      | $10507667.50  | 0.34%             | 2027-07-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7192991.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3431 | PA      | $2568.49      | 0.00%             | 2035-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991014881.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        51 | PA      | $50.59        | 0.00%             | 2025-06-07      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7121176.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3277 | PA      | $104.14       | 0.00%             | 2035-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1997293.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1979 | PA      | $1935.49      | 0.00%             | 2026-11-08      | Fixed         | 14.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7834406.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1563 | PA      | $1514.49      | 0.00%             | 2025-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8208433.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3727 | PA      | $2934.35      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7224046.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11680 | PA      | $6660.42      | 0.00%             | 2035-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183239325.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8244 | PA      | $0.00         | 0.00%             | 2026-11-16      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 15 Year                                                                                     | CUSIP: 31418ECV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7957892.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2209 | PA      | $1992.15      | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8119560.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8595 | PA      | $2154.62      | 0.00%             | 2026-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1992016.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19729 | PA      | $19309.86     | 0.00%             | 2027-04-08      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2070830.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1905 | PA      | $1877.32      | 0.00%             | 2026-11-18      | Fixed         | 31.00%                | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA                                                                                              | CUSIP: 31406M3E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117989 | PA      | $119535.38    | 0.00%             | 2035-04-01      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7957811.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       337 | PA      | $263.45       | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183369356.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2288 | PA      | $2299.31      | 0.00%             | 2026-11-29      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7471939.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3560 | PA      | $3449.58      | 0.00%             | 2025-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Synopsys, Inc.                                                                    | Synopsys, Inc.                                                                                    | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5440297.39   | 0.18%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8202429.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4228 | PA      | $4118.42      | 0.00%             | 2026-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-12236483.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18330 | PA      | $18921.67     | 0.00%             | 2027-03-13      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182737896.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8360 | PA      | $8450.79      | 0.00%             | 2026-11-15      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5696224.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4134 | PA      | $0.00         | 0.00%             | 2034-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Barings CLO Ltd.                                                                  | Barings CLO Ltd., Series 2018-4A, Class A1R                                                       | CUSIP: 06760XAL8<br>LEI: 549300JWUNSCHZHF6H67 | Long             | ABS-CBDO         | CORP              | KY        |  12466095 | PA      | $12481142.88  | 0.41%             | 2030-10-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                       | Asurion LLC, Second Lien, New CME Term Loan, B4                                                   | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    663780 | PA      | $611507.33    | 0.02%             | 2029-01-19      | Variable      | 9.69%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2073759.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       546 | PA      | $536.65       | 0.00%             | 2026-11-18      | Fixed         | 25.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4839716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       727 | PA      | $0.00         | 0.00%             | 2033-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                               | CDIT                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  16900000 | PA      | $308424.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5034542.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3605 | PA      | $0.00         | 0.00%             | 2033-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7518657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12934 | PA      | $11403.48     | 0.00%             | 2025-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Ellington CLO III Ltd.                                                            | Ellington CLO III Ltd., Series 2018-3A, Class A2R                                                 | CUSIP: 28852LAN3<br>LEI: 254900V20GCNJI0I7591 | Long             | ABS-CBDO         | CORP              | KY        |     70157 | PA      | $70156.66     | 0.00%             | 2030-07-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6974153.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1599 | PA      | $1059.60      | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5571610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10025 | PA      | $0.08         | 0.00%             | 2033-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7528450.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       316 | PA      | $126.17       | 0.00%             | 2025-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7382819.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       192 | PA      | $154.31       | 0.00%             | 2025-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7822373.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1018 | PA      | $1011.51      | 0.00%             | 2025-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Institutional Fiduciary Trust - Money Market Portfolio                            | Institutional Fiduciary Trust - Money Market Portfolio                                            | CUSIP: 457756500<br>LEI: 549300M4TP89K77LG374 | Long             | STIV             | RF                | US        |  46544616 | NS      | $46544615.66  | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6788880.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       372 | PA      | $32.12        | 0.00%             | 2034-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5474033.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1011 | PA      | $0.00         | 0.00%             | 2033-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7839246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1417 | PA      | $1397.95      | 0.00%             | 2025-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6366494.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       403 | PA      | $0.72         | 0.00%             | 2034-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2218260.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3166 | PA      | $3100.46      | 0.00%             | 2026-12-09      | Fixed         | 25.70%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183287872.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4648 | PA      | $4746.92      | 0.00%             | 2026-11-18      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7657540.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3281 | PA      | $522.23       | 0.00%             | 2025-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6244954.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8954 | PA      | $6.93         | 0.00%             | 2034-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5780239.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7900 | PA      | $0.00         | 0.00%             | 2034-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1615354.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6794 | PA      | $6703.37      | 0.00%             | 2027-01-24      | Fixed         | 31.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5564739.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4014 | PA      | $0.49         | 0.00%             | 2033-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6270889.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1378 | PA      | $1.93         | 0.00%             | 2034-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4999801.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7631 | PA      | $0.19         | 0.00%             | 2033-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8023989.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6188 | PA      | $5456.77      | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5383396.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       105 | PA      | $0.04         | 0.00%             | 2033-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183253428.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9244 | PA      | $9590.34      | 0.00%             | 2026-11-17      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182337953.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6332 | PA      | $6328.69      | 0.00%             | 2026-10-17      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7872984.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       521 | PA      | $500.46       | 0.00%             | 2025-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                               | CDIO                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        | -90900000 | PA      | $-574894.06   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8207283.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2907 | PA      | $2852.68      | 0.00%             | 2026-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4606489.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12498 | PA      | $0.00         | 0.00%             | 2033-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7974096.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7166 | PA      | $93.09        | 0.00%             | 2026-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8035476.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2076 | PA      | $2052.27      | 0.00%             | 2026-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1410812.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6464 | PA      | $996.60       | 0.00%             | 2026-12-09      | Fixed         | 23.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8167811.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3751 | PA      | $3685.67      | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8084587.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1703 | PA      | $1682.32      | 0.00%             | 2026-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5539742.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3222 | PA      | $0.22         | 0.00%             | 2033-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991329135.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2156 | PA      | $2175.83      | 0.00%             | 2025-09-17      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7639410.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1877 | PA      | $1475.17      | 0.00%             | 2025-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7924603.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       797 | PA      | $762.46       | 0.00%             | 2025-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10750422.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8764 | PA      | $9060.42      | 0.00%             | 2026-11-21      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8145157.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1833 | PA      | $1810.18      | 0.00%             | 2026-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183067587.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9335 | PA      | $9418.40      | 0.00%             | 2026-12-02      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1705864.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17630 | PA      | $2470.44      | 0.00%             | 2027-07-13      | Fixed         | 19.54%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183676944.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2589 | PA      | $2575.40      | 0.00%             | 2026-12-01      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1649653.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2670 | PA      | $2676.85      | 0.00%             | 2026-10-28      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| Cheniere Energy, Inc.                                                             | Cheniere Energy, Inc.                                                                             | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1684222.44   | 0.06%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1659142.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3409 | PA      | $3387.85      | 0.00%             | 2026-11-30      | Fixed         | 14.60%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10127112.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5247 | PA      | $5338.91      | 0.00%             | 2026-08-21      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8032785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1357 | PA      | $1288.34      | 0.00%             | 2026-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2215319.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1842 | PA      | $1801.08      | 0.00%             | 2026-12-09      | Fixed         | 21.51%                | No            |                  3 | On Loan: No      |
| Citigroup, Inc.                                                                   | Citigroup, Inc.                                                                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7166389.84   | 0.23%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6297788.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       884 | PA      | $1.51         | 0.00%             | 2034-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8186452.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1702 | PA      | $1669.67      | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Neon Maple US Debt Mergersub, Inc.                                                | Neon Maple US Debt Mergersub, Inc., First Lien, Term Loan, B1                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    549892 | PA      | $547054.56    | 0.02%             | 2031-11-17      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                      | Hess Midstream Operations LP                                                                      | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5700000 | PA      | $5794274.24   | 0.19%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6836010.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3628 | PA      | $57.69        | 0.00%             | 2035-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6010749.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1573 | PA      | $0.00         | 0.00%             | 2034-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7353518.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1471 | PA      | $835.08       | 0.00%             | 2025-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| COLT Mortgage Loan Trust                                                          | COLT Mortgage Loan Trust, Series 2022-4, Class A1                                                 | CUSIP: 19685GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2630979 | PA      | $2611337.22   | 0.09%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10244251.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13740 | PA      | $14350.65     | 0.00%             | 2027-09-28      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8159370.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4979 | PA      | $4835.61      | 0.00%             | 2026-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1668165.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3558 | PA      | $0.00         | 0.00%             | 2027-10-12      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991298110.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-12-15      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5135989.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6343 | PA      | $0.00         | 0.00%             | 2033-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Zelis Payments Buyer, Inc.                                                        | Zelis Payments Buyer, Inc., First Lien, Amendment No. 5 CME Term Loan                             | CUSIP: 98932TAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    498750 | PA      | $489647.81    | 0.02%             | 2031-11-26      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6943747.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15422 | PA      | $134.51       | 0.00%             | 2035-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1656207.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13630 | PA      | $8823.87      | 0.00%             | 2027-05-27      | Fixed         | 23.64%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11138919.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4091 | PA      | $4124.14      | 0.00%             | 2027-01-01      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5917893.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14136 | PA      | $0.60         | 0.00%             | 2034-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8211264.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       944 | PA      | $854.58       | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991304451.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-12-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1995371.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1536 | PA      | $1501.81      | 0.00%             | 2026-11-08      | Fixed         | 12.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2221646.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5508 | PA      | $5383.18      | 0.00%             | 2027-05-25      | Fixed         | 18.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4606620.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       668 | PA      | $0.00         | 0.00%             | 2033-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5184669.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3872 | PA      | $0.19         | 0.00%             | 2033-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8143953.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1046 | PA      | $1012.42      | 0.00%             | 2026-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5145759.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11012 | PA      | $0.87         | 0.00%             | 2033-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Zegona Finance plc                                                                | Zegona Finance plc                                                                                | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |   6000000 | PA      | $6398010.00   | 0.21%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2213576.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1628 | PA      | $1595.03      | 0.00%             | 2026-12-09      | Fixed         | 22.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7940106.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1745 | PA      | $1723.01      | 0.00%             | 2025-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7251279.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       895 | PA      | $547.66       | 0.00%             | 2035-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7693971.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8978 | PA      | $6500.74      | 0.00%             | 2025-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 3140XJCW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5894049.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5935 | PA      | $0.14         | 0.00%             | 2034-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991148239.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       270 | PA      | $229.06       | 0.00%             | 2025-09-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4626040.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5792 | PA      | $0.24         | 0.00%             | 2033-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5927683.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4609 | PA      | $0.00         | 0.00%             | 2034-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183721314.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7029 | PA      | $7000.95      | 0.00%             | 2026-12-03      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991103642.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $1.13         | 0.00%             | 2025-07-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5045876.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6187 | PA      | $0.00         | 0.00%             | 2033-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6864423.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8861 | PA      | $200.14       | 0.00%             | 2035-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2222516.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       381 | PA      | $27.45        | 0.00%             | 2026-12-10      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8076225.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2060 | PA      | $2005.52      | 0.00%             | 2026-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6502765.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2342 | PA      | $11.09        | 0.00%             | 2034-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7407628.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       707 | PA      | $148.59       | 0.00%             | 2025-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6937698.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1399 | PA      | $33.64        | 0.00%             | 2035-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8105727.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7152 | PA      | $4631.54      | 0.00%             | 2026-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Highline Aftermarket Acquisition LLC                                              | Highline Aftermarket Acquisition LLC, First Lien, 2025-1 CME Term Loan                            | CUSIP: 43110HAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    125385 | PA      | $125541.50    | 0.00%             | 2030-02-13      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183532866.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1174 | PA      | $146.90       | 0.00%             | 2034-11-24      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09029834.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3878 | PA      | $3943.57      | 0.00%             | 2026-06-18      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2075442.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4025 | PA      | $3950.34      | 0.00%             | 2027-04-18      | Fixed         | 22.23%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10214566.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8651 | PA      | $8888.64      | 0.00%             | 2026-08-18      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4675113.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       163 | PA      | $0.00         | 0.00%             | 2033-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991043973.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5471332.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12560 | PA      | $0.26         | 0.00%             | 2033-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1881295.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3142 | PA      | $817.75       | 0.00%             | 2026-10-19      | Fixed         | 16.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2219474.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6377 | PA      | $2750.16      | 0.00%             | 2027-05-10      | Fixed         | 13.95%                | No            |                  3 | On Loan: No      |
| Oracle Corp.                                                                      | Oracle Corp.                                                                                      | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8100634.68   | 0.26%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7899072.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15726 | PA      | $13571.65     | 0.00%             | 2025-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7895685.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       846 | PA      | $811.23       | 0.00%             | 2025-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-08741967.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7940 | PA      | $8028.71      | 0.00%             | 2026-05-05      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7858529.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3359 | PA      | $2286.58      | 0.00%             | 2025-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11103030.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3735 | PA      | $3783.66      | 0.00%             | 2026-11-23      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7589355.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1086 | PA      | $18.37        | 0.00%             | 2025-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5093886.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2277 | PA      | $0.07         | 0.00%             | 2033-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10352432.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6612 | PA      | $6680.96      | 0.00%             | 2026-09-01      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                       | Toronto-Dominion Bank (The)                                                                       | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  12000000 | PA      | $12110955.48  | 0.40%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                   | Goldman Sachs Group, Inc. (The)                                                                   | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $13020867.90  | 0.43%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Bonds                                                                               | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37800000 | PA      | $25019613.23  | 0.82%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184253510.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4885 | PA      | $0.00         | 0.00%             | 2034-12-21      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 3140XFHM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                         | Rio Tinto Finance USA plc                                                                         | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   9700000 | PA      | $9771615.78   | 0.32%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 173604231.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3566 | PA      | $3500.15      | 0.00%             | 2026-01-12      | Fixed         | 14.02%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-08739403.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7097 | PA      | $7203.25      | 0.00%             | 2026-03-21      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1871080.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2253 | PA      | $2215.73      | 0.00%             | 2026-10-19      | Fixed         | 18.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1621068.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1674 | PA      | $1652.69      | 0.00%             | 2026-08-25      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991129109.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.19         | 0.00%             | 2029-11-10      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991105230.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1995866.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1560 | PA      | $1528.12      | 0.00%             | 2026-11-22      | Fixed         | 29.41%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184251864.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4181 | PA      | $4277.16      | 0.00%             | 2026-12-17      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182400546.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2812 | PA      | $2836.19      | 0.00%             | 2026-10-20      | Fixed         | 20.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8116542.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14148 | PA      | $13864.90     | 0.00%             | 2026-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8000256.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5958 | PA      | $5525.37      | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7902529.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3464 | PA      | $2892.95      | 0.00%             | 2025-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11194668.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9792 | PA      | $9974.03      | 0.00%             | 2027-03-03      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Soliant Lower Intermediate LLC                                                    | Soliant Lower Intermediate LLC, First Lien, Initial CME Term Loan                                 | CUSIP: 83421EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    123257 | PA      | $120406.52    | 0.00%             | 2031-07-18      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5805398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2828 | PA      | $0.17         | 0.00%             | 2034-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991070598.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        62 | PA      | $62.35        | 0.00%             | 2030-01-16      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2217553.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2542 | PA      | $2486.54      | 0.00%             | 2026-12-28      | Fixed         | 16.03%                | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA                                                                                              | CUSIP: 31404JLV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63391 | PA      | $65331.88     | 0.00%             | 2034-02-01      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1877523.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2426 | PA      | $2384.02      | 0.00%             | 2026-10-19      | Fixed         | 19.90%                | No            |                  3 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                             | NextEra Energy Capital Holdings, Inc.                                                             | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   7370000 | PA      | $7525272.12   | 0.25%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5581220.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2766 | PA      | $0.00         | 0.00%             | 2033-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1600527.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5898 | PA      | $5791.73      | 0.00%             | 2027-06-24      | Fixed         | 20.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7896419.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6985 | PA      | $6942.75      | 0.00%             | 2025-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 15 Year                                                                                     | CUSIP: 31418EHA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    428320 | PA      | $406922.15    | 0.01%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8204880.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7014 | PA      | $6871.23      | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7825631.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1192 | PA      | $1172.86      | 0.00%             | 2025-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4625048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       871 | PA      | $0.04         | 0.00%             | 2033-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10756762.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12311 | PA      | $12490.61     | 0.00%             | 2026-11-21      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183809680.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14569 | PA      | $14230.67     | 0.00%             | 2026-12-15      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2070733.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1390 | PA      | $1366.80      | 0.00%             | 2026-11-18      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7587494.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4178 | PA      | $4008.61      | 0.00%             | 2025-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8050775.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1044 | PA      | $688.68       | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7839910.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6562 | PA      | $3380.49      | 0.00%             | 2025-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6641603.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1337 | PA      | $2.61         | 0.00%             | 2034-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CPM Holdings, Inc.                                                                | CPM Holdings, Inc., First Lien, Initial CME Term Loan                                             | CUSIP: 12620BAR1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    783327 | PA      | $760152.31    | 0.02%             | 2028-09-28      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DQGL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  46560763 | PA      | $37310893.90  | 1.22%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8106732.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25002 | PA      | $21212.01     | 0.00%             | 2026-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2210120.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1501 | PA      | $1469.80      | 0.00%             | 2026-12-10      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183333541.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8702 | PA      | $8683.60      | 0.00%             | 2026-11-22      | Fixed         | 14.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8124329.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23671 | PA      | $18396.78     | 0.00%             | 2026-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6631659.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5893 | PA      | $22.50        | 0.00%             | 2034-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7890412.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $137.84       | 0.00%             | 2025-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2215565.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2447 | PA      | $2391.65      | 0.00%             | 2026-12-09      | Fixed         | 13.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6506259.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7627 | PA      | $36.60        | 0.00%             | 2034-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2071149.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10348 | PA      | $10228.86     | 0.00%             | 2026-11-18      | Fixed         | 16.73%                | No            |                  3 | On Loan: No      |
| Playtika Holding Corp.                                                            | Playtika Holding Corp., First Lien, CME Term Loan, B1                                             | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |    643753 | PA      | $630508.12    | 0.02%             | 2028-03-13      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991478169.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       231 | PA      | $15.91        | 0.00%             | 2029-12-15      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7979559.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       968 | PA      | $962.85       | 0.00%             | 2026-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7659875.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       436 | PA      | $10.56        | 0.00%             | 2025-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cook Park CLO Ltd.                                                                | Cook Park CLO Ltd., Series 2018-1A, Class A2                                                      | CUSIP: 21623PAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6008119.23   | 0.20%             | 2030-04-17      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8100375.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5576 | PA      | $5495.04      | 0.00%             | 2026-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8092027.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19713 | PA      | $19163.60     | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7724116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1709 | PA      | $1564.51      | 0.00%             | 2025-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7822908.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20456 | PA      | $17957.84     | 0.00%             | 2025-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5891388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3614 | PA      | $0.00         | 0.00%             | 2034-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6271434.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3613 | PA      | $282.35       | 0.00%             | 2034-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1617016.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6045 | PA      | $5982.59      | 0.00%             | 2026-08-24      | Fixed         | 15.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6215457.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       302 | PA      | $0.08         | 0.00%             | 2034-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2075077.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1133 | PA      | $1109.01      | 0.00%             | 2026-11-18      | Fixed         | 11.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1881256.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4224 | PA      | $4136.64      | 0.00%             | 2026-10-19      | Fixed         | 11.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6548015.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2395 | PA      | $10.25        | 0.00%             | 2034-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Bonds                                                                               | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  65800000 | PA      | $44070577.80  | 1.44%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7490860.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10209 | PA      | $111.64       | 0.00%             | 2025-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8025368.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       349 | PA      | $322.75       | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Verde Purchaser LLC                                                               | Verde Purchaser LLC, First Lien, Second Refinancing CME Term Loan                                 | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |    742246 | PA      | $737436.41    | 0.02%             | 2030-11-30      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2222196.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1399 | PA      | $208.52       | 0.00%             | 2026-12-10      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183974150.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11958 | PA      | $4540.79      | 0.00%             | 2026-12-10      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7620569.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6899 | PA      | $3137.70      | 0.00%             | 2025-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Savage Enterprises LLC                                                            | Savage Enterprises LLC, First Lien, Refinancing CME Term Loan                                     | CUSIP: 80465JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    132764 | PA      | $132811.96    | 0.00%             | 2028-09-15      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7929545.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1064 | PA      | $1057.42      | 0.00%             | 2025-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| US Radiology Specialists, Inc.                                                    | US Radiology Specialists, Inc. (US Outpatient Imaging Services, Inc.), First Lien, CME Term Loan  | CUSIP: 90372AAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-15      | Variable      | 9.05%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 312931PG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    400516 | PA      | $398270.42    | 0.01%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31402YRF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3994 | PA      | $4029.84      | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                        | Baxter International, Inc.                                                                        | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $6412275.68   | 0.21%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184283202.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3556 | PA      | $3600.64      | 0.00%             | 2026-12-20      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31407NQ22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       211 | PA      | $217.47       | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184358622.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5740 | PA      | $5878.26      | 0.00%             | 2026-12-21      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| San Bernardino Community College District                                         | San Bernardino Community College District, Series 2021                                            | CUSIP: 796720PQ7<br>LEI: 549300Y4FPTEP3EQZ007 | Long             | DBT              | MUN               | US        |  11880000 | PA      | $7699698.86   | 0.25%             | 2049-08-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2219230.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4728 | PA      | $4660.84      | 0.00%             | 2026-12-10      | Fixed         | 15.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6501410.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2005 | PA      | $4.17         | 0.00%             | 2034-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8188776.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1127 | PA      | $1069.32      | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991270303.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-12-15      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2074747.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1646 | PA      | $254.06       | 0.00%             | 2026-11-18      | Fixed         | 24.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8118730.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4173 | PA      | $4100.58      | 0.00%             | 2026-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183446729.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6606 | PA      | $0.00         | 0.00%             | 2026-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Maximus, Inc.                                                                     | Maximus, Inc., First Lien, CME Term Loan, B                                                       | CUSIP: 57779FAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    202398 | PA      | $200880.05    | 0.01%             | 2031-05-30      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Vision Solutions, Inc.                                                            | Vision Solutions, Inc., First Lien, New CME Term Loan, B                                          | CUSIP: 70477BAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    746134 | PA      | $695769.97    | 0.02%             | 2028-04-24      | Variable      | 8.54%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8005331.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3100 | PA      | $3060.94      | 0.00%             | 2026-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6285446.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1582 | PA      | $98.11        | 0.00%             | 2034-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| 19th Holdings Golf LLC                                                            | 19th Holdings Golf LLC, First Lien, Initial CME Term Loan                                         | CUSIP: 68250XAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    742376 | PA      | $710825.06    | 0.02%             | 2029-02-07      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                           | Quikrete Holdings, Inc., First Lien, CME Term Loan, B3                                            | CUSIP: 74839XAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    275862 | PA      | $270798.63    | 0.01%             | 2032-02-10      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31411NL54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10812 | PA      | $11042.24     | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1616426.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1006 | PA      | $992.72       | 0.00%             | 2027-01-24      | Fixed         | 30.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1876835.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       407 | PA      | $399.81       | 0.00%             | 2026-10-19      | Fixed         | 19.58%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184191218.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       714 | PA      | $710.35       | 0.00%             | 2034-12-17      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6774564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2737 | PA      | $958.01       | 0.00%             | 2034-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183540100.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3564 | PA      | $0.00         | 0.00%             | 2026-11-30      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6784616.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13566 | PA      | $66.45        | 0.00%             | 2034-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7606959.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       438 | PA      | $138.70       | 0.00%             | 2025-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| OBX Trust                                                                         | OBX Trust, Series 2024-NQM8, Class A1                                                             | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-MBS          | CORP              | US        |   3389314 | PA      | $3422538.46   | 0.11%             | 2064-05-25      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8064024.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7927 | PA      | $5544.97      | 0.00%             | 2026-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1996768.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5279 | PA      | $5155.32      | 0.00%             | 2027-04-08      | Fixed         | 23.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7695846.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       481 | PA      | $478.34       | 0.00%             | 2025-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7709235.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       504 | PA      | $494.65       | 0.00%             | 2025-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1609138.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5246 | PA      | $5223.71      | 0.00%             | 2026-08-17      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10765319.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2836 | PA      | $2871.72      | 0.00%             | 2026-11-11      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31410YZQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       345 | PA      | $352.14       | 0.00%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5504334.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2881 | PA      | $0.07         | 0.00%             | 2033-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183333618.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4788 | PA      | $0.00         | 0.00%             | 2026-12-01      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991162953.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       158 | PA      | $96.24        | 0.00%             | 2027-09-27      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7707410.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       989 | PA      | $963.93       | 0.00%             | 2025-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6027397.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1633 | PA      | $0.00         | 0.00%             | 2034-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Acrisure LLC                                                                      | Acrisure LLC, First Lien, CME Term Loan, B6                                                       | CUSIP: 00488PAV7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    480480 | PA      | $475977.54    | 0.02%             | 2030-11-06      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7963142.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2272 | PA      | $2241.12      | 0.00%             | 2026-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2220294.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9317 | PA      | $9117.44      | 0.00%             | 2026-12-10      | Fixed         | 22.87%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                             | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283HJ48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1181 | PA      | $1234.97      | 0.00%             | 2031-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7966814.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2044 | PA      | $1990.69      | 0.00%             | 2026-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6993229.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1553 | PA      | $32.24        | 0.00%             | 2035-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7287630.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       240 | PA      | $172.34       | 0.00%             | 2025-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8203582.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1957 | PA      | $1899.82      | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1706223.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6356 | PA      | $3549.12      | 0.00%             | 2026-09-13      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7959630.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       760 | PA      | $730.24       | 0.00%             | 2026-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1614273.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4619 | PA      | $4518.40      | 0.00%             | 2027-01-24      | Fixed         | 14.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991127641.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       354 | PA      | $24.46        | 0.00%             | 2026-12-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1997312.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       486 | PA      | $475.98       | 0.00%             | 2026-11-08      | Fixed         | 30.32%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11946533.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6559 | PA      | $6696.04      | 0.00%             | 2026-03-01      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991358540.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       310 | PA      | $311.56       | 0.00%             | 2026-03-15      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Williams Cos., Inc. (The)                                                         | Williams Cos., Inc. (The)                                                                         | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3000758.85   | 0.10%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991103237.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4993884.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2371 | PA      | $0.00         | 0.00%             | 2033-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7461465.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1278 | PA      | $566.52       | 0.00%             | 2025-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11335531.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7976 | PA      | $8249.94      | 0.00%             | 2027-01-10      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DNNC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.01         | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991312810.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.15         | 0.00%             | 2030-03-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4850020.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $0.00         | 0.00%             | 2033-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8144159.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2660 | PA      | $2624.81      | 0.00%             | 2026-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6140691.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3669 | PA      | $0.00         | 0.00%             | 2034-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7894898.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1361 | PA      | $889.01       | 0.00%             | 2025-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                               | U.S. Treasury 2 Year Notes                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1108 | NC      | $1574796.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31407SQM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1712 | PA      | $1736.42      | 0.00%             | 2032-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6987258.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1351 | PA      | $14.26        | 0.00%             | 2035-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Santander UK Group Holdings plc                                                   | Santander UK Group Holdings plc                                                                   | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   6500000 | PA      | $6275166.04   | 0.21%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7964254.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       584 | PA      | $511.72       | 0.00%             | 2026-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31388LQM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14811 | PA      | $15260.10     | 0.00%             | 2031-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8207770.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2767 | PA      | $2672.45      | 0.00%             | 2026-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1620282.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3205 | PA      | $3152.53      | 0.00%             | 2026-08-25      | Fixed         | 13.89%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10606291.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2398 | PA      | $2419.98      | 0.00%             | 2027-01-28      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991174170.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-25      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                             | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128KFUZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       852 | PA      | $892.42       | 0.00%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                    | DTE Energy Co.                                                                                    | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   6700000 | PA      | $6767687.29   | 0.22%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09132903.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6689 | PA      | $6899.93      | 0.00%             | 2026-06-18      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| JPMorgan Chase & Co.                                                              | JPMorgan Chase & Co.                                                                              | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  17100000 | PA      | $16989142.24  | 0.56%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183966000.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2394 | PA      | $2467.64      | 0.00%             | 2026-12-09      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8195667.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1145 | PA      | $1134.32      | 0.00%             | 2026-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7216608.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       540 | PA      | $220.30       | 0.00%             | 2035-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2216954.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       280 | PA      | $275.84       | 0.00%             | 2035-05-09      | Fixed         | 19.20%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182967907.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11871 | PA      | $0.00         | 0.00%             | 2034-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 174293135.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7286 | PA      | $7258.78      | 0.00%             | 2026-02-04      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Asurion LLC                                                                       | Asurion LLC, First Lien, New CME Term Loan, B11                                                   | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    538541 | PA      | $523442.86    | 0.02%             | 2028-08-21      | Variable      | 8.67%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1991180.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1463 | PA      | $1442.18      | 0.00%             | 2026-11-08      | Fixed         | 17.58%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1999590.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2553 | PA      | $1384.46      | 0.00%             | 2026-11-08      | Fixed         | 31.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7105122.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5247 | PA      | $218.48       | 0.00%             | 2035-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6570382.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8264 | PA      | $7.13         | 0.00%             | 2034-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BRAVO Residential Funding Trust                                                   | BRAVO Residential Funding Trust, Series 2023-NQM6, Class A1                                       | CUSIP: 10569DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1209266 | PA      | $1219688.59   | 0.04%             | 2063-09-25      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09780659.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10650 | PA      | $10812.37     | 0.00%             | 2026-08-10      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5330352.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4757 | PA      | $0.00         | 0.00%             | 2033-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8191128.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11210 | PA      | $9640.76      | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AI Aqua Merger Sub, Inc.                                                          | AI Aqua Merger Sub, Inc., First Lien, 2025 Refinancing CME Term Loan, B                           | CUSIP: 00132UAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    165589 | PA      | $163893.45    | 0.01%             | 2028-07-31      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5853107.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1186 | PA      | $0.12         | 0.00%             | 2034-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3133BBTU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                                     | BHP Billiton Finance USA Ltd.                                                                     | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   6500000 | PA      | $6576144.19   | 0.21%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1615250.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       702 | PA      | $693.94       | 0.00%             | 2026-08-24      | Fixed         | 30.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8114831.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5176 | PA      | $4996.50      | 0.00%             | 2026-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5065231.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7752 | PA      | $0.00         | 0.00%             | 2033-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 170762714.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2784 | PA      | $2776.66      | 0.00%             | 2025-10-13      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| Vibrantz Technologies, Inc.                                                       | Vibrantz Technologies, Inc., First Lien, Initial CME Term Loan                                    | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |    549913 | PA      | $494105.17    | 0.02%             | 2029-04-23      | Variable      | 8.64%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6627196.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       191 | PA      | $1.11         | 0.00%             | 2034-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7340745.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       536 | PA      | $447.82       | 0.00%             | 2025-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7966164.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6513 | PA      | $6298.78      | 0.00%             | 2026-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7724441.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1206 | PA      | $1164.48      | 0.00%             | 2025-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7555997.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1568 | PA      | $892.19       | 0.00%             | 2025-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991119833.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       615 | PA      | $437.91       | 0.00%             | 2026-09-20      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| 1011778 BC ULC                                                                    | 1011778 BC ULC, First Lien, CME Term Loan, B5                                                     | CUSIP: C6901LAM9<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    746241 | PA      | $740352.76    | 0.02%             | 2030-09-20      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184144008.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7822 | PA      | $7785.06      | 0.00%             | 2026-12-14      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182406475.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3624 | PA      | $0.00         | 0.00%             | 2034-11-03      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6024650.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1830 | PA      | $0.00         | 0.00%             | 2034-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8163239.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2342 | PA      | $603.69       | 0.00%             | 2026-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09789653.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7311 | PA      | $7615.34      | 0.00%             | 2026-08-10      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWPU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2360000 | PA      | $2431706.78   | 0.08%             | 2055-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7919109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5073 | PA      | $3155.16      | 0.00%             | 2025-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                             | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283HJM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       775 | PA      | $809.95       | 0.00%             | 2031-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2075148.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1597 | PA      | $1578.46      | 0.00%             | 2026-11-18      | Fixed         | 14.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991058895.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991098433.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-02-12      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1994027.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1324 | PA      | $1298.31      | 0.00%             | 2026-11-08      | Fixed         | 31.13%                | No            |                  3 | On Loan: No      |
| Cengage Learning, Inc.                                                            | Cengage Learning, Inc., First Lien, 2024 Refinancing CME Term Loan                                | CUSIP: 15131YAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    147679 | PA      | $147242.73    | 0.00%             | 2031-03-24      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09355512.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4676 | PA      | $4785.75      | 0.00%             | 2026-06-29      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6577330.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1583 | PA      | $9.36         | 0.00%             | 2034-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-08847606.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10815 | PA      | $10914.27     | 0.00%             | 2026-06-04      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991182716.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       109 | PA      | $94.80        | 0.00%             | 2025-11-26      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1705598.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1085 | PA      | $1071.74      | 0.00%             | 2026-09-21      | Fixed         | 17.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2215010.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       910 | PA      | $897.95       | 0.00%             | 2026-12-09      | Fixed         | 21.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8204347.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2276 | PA      | $2137.11      | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                             | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128L0SJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19636 | PA      | $20080.00     | 0.00%             | 2037-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                          | EquipmentShare.com, Inc.                                                                          | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $6318125.93   | 0.21%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4962054.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8398 | PA      | $0.82         | 0.00%             | 2033-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7573833.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       722 | PA      | $559.51       | 0.00%             | 2025-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2221564.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1939 | PA      | $1055.41      | 0.00%             | 2026-12-10      | Fixed         | 30.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5986301.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1805 | PA      | $0.00         | 0.00%             | 2034-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8156889.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1690 | PA      | $692.74       | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8170504.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4636 | PA      | $4543.58      | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1618616.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3779 | PA      | $3725.26      | 0.00%             | 2026-08-25      | Fixed         | 21.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4993377.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1027 | PA      | $0.01         | 0.00%             | 2033-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5504275.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1678 | PA      | $0.02         | 0.00%             | 2033-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184142978.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6491 | PA      | $6477.05      | 0.00%             | 2026-12-14      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7989591.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5285 | PA      | $5157.65      | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991216602.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        62 | PA      | $62.54        | 0.00%             | 2025-06-05      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09940038.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8669 | PA      | $9004.38      | 0.00%             | 2027-01-29      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| MH Sub I LLC                                                                      | MH Sub I LLC (Micro Holding Corp.), First Lien, CME Term Loan                                     | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    468638 | PA      | $444620.08    | 0.01%             | 2028-05-03      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8143369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2330 | PA      | $2079.89      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991104826.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $2.27         | 0.00%             | 2030-05-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1616102.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2579 | PA      | $728.48       | 0.00%             | 2027-06-24      | Fixed         | 32.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991113469.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7580080.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3803 | PA      | $2571.26      | 0.00%             | 2025-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| IGT Holding IV AB                                                                 | IGT Holding IV AB, First Lien, CME Term Loan                                                      | CUSIP: W5000CAC1<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |    534433 | PA      | $535769.07    | 0.02%             | 2031-08-29      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8024716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1696 | PA      | $1615.58      | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7851095.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24750 | PA      | $6407.40      | 0.00%             | 2025-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1990756.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4271 | PA      | $4157.98      | 0.00%             | 2026-11-08      | Fixed         | 7.18%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2024-82, Class FE                                                                    | CUSIP: 3136BTGC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13991471 | PA      | $13892081.35  | 0.45%             | 2054-11-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8180911.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2140 | PA      | $2097.41      | 0.00%             | 2026-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5582775.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       565 | PA      | $0.01         | 0.00%             | 2033-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4660081.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       422 | PA      | $0.02         | 0.00%             | 2033-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8049639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2363 | PA      | $964.33       | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10463389.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14098 | PA      | $14289.42     | 0.00%             | 2026-10-20      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1619311.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2201 | PA      | $2179.36      | 0.00%             | 2026-08-25      | Fixed         | 16.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1995379.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2804 | PA      | $2742.52      | 0.00%             | 2026-11-08      | Fixed         | 15.15%                | No            |                  3 | On Loan: No      |
| INEOS US Petrochem LLC                                                            | INEOS US Petrochem LLC, First Lien, New CME Term Loan, B1                                         | CUSIP: G4770MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    115411 | PA      | $99253.66     | 0.00%             | 2029-04-02      | Variable      | 8.67%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11277516.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11797 | PA      | $12264.70     | 0.00%             | 2027-01-18      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5778637.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       745 | PA      | $0.00         | 0.00%             | 2034-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UTEX Industries, Inc.                                                             | UTEX Industries, Inc.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |       415 | NS      | $514.92       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7637460.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3871 | PA      | $820.01       | 0.00%             | 2025-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5893120.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3245 | PA      | $0.00         | 0.00%             | 2034-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 171130012.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1614 | PA      | $1614.50      | 0.00%             | 2025-10-09      | Fixed         | 17.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4891423.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3072 | PA      | $0.19         | 0.00%             | 2033-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                             | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283H6F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3754 | PA      | $3860.48      | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09780914.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5838 | PA      | $6008.86      | 0.00%             | 2026-08-10      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2214500.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15173 | PA      | $7452.25      | 0.00%             | 2026-12-09      | Fixed         | 18.31%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-09201816.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3377 | PA      | $3529.37      | 0.00%             | 2026-06-28      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7601738.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       988 | PA      | $721.39       | 0.00%             | 2025-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4744012.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2527 | PA      | $0.04         | 0.00%             | 2033-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991171681.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $9.93         | 0.00%             | 2030-05-25      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6464461.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       634 | PA      | $1.69         | 0.00%             | 2034-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7804032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11371 | PA      | $3908.29      | 0.00%             | 2025-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Benchmark Mortgage Trust                                                          | Benchmark Mortgage Trust, Series 2025-V13, Class XA                                               | CUSIP: 08164ABA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  47837000 | PA      | $1725762.83   | 0.06%             | 2058-02-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1998398.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2054 | PA      | $2025.46      | 0.00%             | 2026-11-08      | Fixed         | 17.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183549091.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6397 | PA      | $0.00         | 0.00%             | 2026-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8066564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2959 | PA      | $2917.50      | 0.00%             | 2026-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5795334.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2288 | PA      | $0.00         | 0.00%             | 2034-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Notes                                                                               | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  88300000 | PA      | $86866849.50  | 2.84%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1879834.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8898 | PA      | $8715.58      | 0.00%             | 2026-10-19      | Fixed         | 11.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8162625.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2217 | PA      | $2031.66      | 0.00%             | 2026-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5614043.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       260 | PA      | $0.15         | 0.00%             | 2034-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6013463.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5991 | PA      | $0.17         | 0.00%             | 2034-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8112617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3317 | PA      | $3290.58      | 0.00%             | 2026-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6275869.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11431 | PA      | $769.19       | 0.00%             | 2034-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1617363.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2999 | PA      | $2972.03      | 0.00%             | 2026-08-24      | Fixed         | 23.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8084851.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5723 | PA      | $4764.41      | 0.00%             | 2026-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5587763.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13450 | PA      | $0.00         | 0.00%             | 2033-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991267836.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2074803.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5270 | PA      | $5211.61      | 0.00%             | 2026-11-18      | Fixed         | 18.88%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11799543.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2791 | PA      | $2826.41      | 0.00%             | 2026-04-12      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8115010.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19378 | PA      | $14728.74     | 0.00%             | 2026-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991115984.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-18      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991266262.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1305 | PA      | $1274.70      | 0.00%             | 2028-02-16      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1879167.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       415 | PA      | $407.98       | 0.00%             | 2026-10-19      | Fixed         | 25.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8076295.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       749 | PA      | $736.23       | 0.00%             | 2026-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991255805.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-01-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7347634.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       259 | PA      | $201.12       | 0.00%             | 2025-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Core & Main LP                                                                    | Core & Main LP, First Lien, CME Term Loan, D                                                      | CUSIP: 40416VAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    330343 | PA      | $330755.90    | 0.01%             | 2028-07-27      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184298012.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2513 | PA      | $2508.50      | 0.00%             | 2026-12-30      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8143922.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $5.54         | 0.00%             | 2026-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5097173.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       729 | PA      | $0.00         | 0.00%             | 2033-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7653005.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1245 | PA      | $922.82       | 0.00%             | 2025-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5167306.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $0.18         | 0.00%             | 2033-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8117845.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3102 | PA      | $3048.46      | 0.00%             | 2026-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6062202.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3703 | PA      | $0.16         | 0.00%             | 2034-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183877324.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17091 | PA      | $16955.87     | 0.00%             | 2026-12-06      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6220236.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       668 | PA      | $0.19         | 0.00%             | 2034-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Symphony CLO XXIII Ltd.                                                           | Symphony CLO XXIII Ltd., Series 2020-23A, Class AR2                                               | CUSIP: 87167NDL6<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |   6629892 | PA      | $6569800.29   | 0.21%             | 2034-01-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Dryden 68 CLO Ltd.                                                                | Dryden 68 CLO Ltd., Series 2019-68A, Class ARR                                                    | CUSIP: 26252QAS1<br>LEI: 254900MX6QAMC9XBAB53 | Long             | ABS-CBDO         | CORP              | KY        |  10600000 | PA      | $10532846.67  | 0.34%             | 2035-07-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7443538.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2530 | PA      | $2138.01      | 0.00%             | 2025-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1989606.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1642 | PA      | $1618.59      | 0.00%             | 2026-11-08      | Fixed         | 16.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7604419.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $90.21        | 0.00%             | 2025-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                         | Carlyle Global Market Strategies CLO Ltd., Series 2015-4A, Class A1RR                             | CUSIP: 14311NAU8<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |   9844358 | PA      | $9866091.52   | 0.32%             | 2032-07-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1706179.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       543 | PA      | $533.07       | 0.00%             | 2026-09-13      | Fixed         | 25.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6516876.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3687 | PA      | $19.25        | 0.00%             | 2034-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                               | CDI                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  19500000 | PA      | $-157845.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8034996.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2546 | PA      | $2506.38      | 0.00%             | 2026-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7551827.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2883 | PA      | $2735.85      | 0.00%             | 2025-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1880423.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3931 | PA      | $2600.34      | 0.00%             | 2027-03-19      | Fixed         | 25.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6978300.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21968 | PA      | $338.25       | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8013974.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2811 | PA      | $2574.76      | 0.00%             | 2026-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Citigroup, Inc.                                                                   | Citigroup, Inc.                                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  16100000 | PA      | $14149637.31  | 0.46%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5992494.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $0.04         | 0.00%             | 2034-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cross Mortgage Trust                                                              | Cross Mortgage Trust, Series 2024-H1, Class A1                                                    | CUSIP: 22757AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1057611 | PA      | $1063408.26   | 0.03%             | 2068-12-25      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36206FAB8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        15 | PA      | $14.90        | 0.00%             | 2025-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8183867.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3655 | PA      | $3581.92      | 0.00%             | 2026-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bausch + Lomb Corp.                                                               | Bausch + Lomb Corp., First Lien, Initial CME Term Loan                                            | CUSIP: C0787FAB8<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    533147 | PA      | $527783.75    | 0.02%             | 2027-05-10      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6867693.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7462 | PA      | $107.39       | 0.00%             | 2035-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991237888.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $214.22       | 0.00%             | 2025-11-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184198353.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17171 | PA      | $13556.77     | 0.00%             | 2026-12-15      | Fixed         | 14.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8212374.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1803 | PA      | $1788.62      | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Valaris Ltd.                                                                      | Valaris Ltd.                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      2435 | NS      | $78674.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp.                                                                   | Starbucks Corp.                                                                                   | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2242443.15   | 0.07%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7622285.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2465 | PA      | $230.02       | 0.00%             | 2025-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7766724.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3642 | PA      | $2464.83      | 0.00%             | 2025-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                               | CDIT                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  31300000 | PA      | $64760.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7584863.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14320 | PA      | $244.20       | 0.00%             | 2025-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8003194.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8825 | PA      | $7275.03      | 0.00%             | 2026-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183391565.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2853 | PA      | $2921.77      | 0.00%             | 2026-11-19      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4964207.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       872 | PA      | $0.06         | 0.00%             | 2033-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991100486.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-19      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8071899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1125 | PA      | $1119.26      | 0.00%             | 2026-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Jazz Financing Lux SARL                                                           | Jazz Financing Lux SARL, First Lien, Dollar CME Term Loan, B2                                     | CUSIP: G5080AAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |         0 | PA      | $0.01         | 0.00%             | 2028-05-05      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2073506.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       510 | PA      | $81.87        | 0.00%             | 2026-11-18      | Fixed         | 30.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1880356.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1359 | PA      | $1337.91      | 0.00%             | 2027-03-19      | Fixed         | 28.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6791327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       647 | PA      | $6.29         | 0.00%             | 2034-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7905785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1166 | PA      | $1129.53      | 0.00%             | 2025-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8144690.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14692 | PA      | $13974.83     | 0.00%             | 2026-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11395641.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4043 | PA      | $4057.48      | 0.00%             | 2026-11-14      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2219745.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1172 | PA      | $1150.06      | 0.00%             | 2026-12-10      | Fixed         | 31.03%                | No            |                  3 | On Loan: No      |
| CIM Trust                                                                         | CIM Trust, Series 2018-INV1, Class A4                                                             | CUSIP: 12553XAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    918949 | PA      | $863307.65    | 0.03%             | 2048-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991223413.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $4.13         | 0.00%             | 2030-05-28      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2073150.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5982 | PA      | $5830.72      | 0.00%             | 2026-11-18      | Fixed         | 9.42%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31371JPX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       700 | PA      | $728.12       | 0.00%             | 2030-09-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7920288.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1330 | PA      | $1311.90      | 0.00%             | 2025-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 15 Year                                                                               | CUSIP: 3132D6BR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.01         | 0.00%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7905884.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       903 | PA      | $709.19       | 0.00%             | 2025-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 4790013.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       130 | PA      | $0.10         | 0.00%             | 2033-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW2218817.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2477 | PA      | $178.71       | 0.00%             | 2026-12-10      | Fixed         | 27.50%                | No            |                  3 | On Loan: No      |
| Buckhorn Park CLO Ltd.                                                            | Buckhorn Park CLO Ltd., Series 2019-1A, Class ARR                                                 | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4120000 | PA      | $4109365.90   | 0.13%             | 2034-07-18      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7532902.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       129 | PA      | $115.09       | 0.00%             | 2025-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                              | FNMA, 30 Year                                                                                     | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                         | Corebridge Global Funding                                                                         | CUSIP: 00138CAV0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3551604.64   | 0.12%             | 2028-09-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                            | UGCard, 991089483.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       148 | PA      | $146.29       | 0.00%             | 2028-11-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2073949.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1962 | PA      | $1921.58      | 0.00%             | 2026-11-18      | Fixed         | 13.85%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-12222310.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24336 | PA      | $25377.48     | 0.00%             | 2027-09-21      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991150565.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Motorola Solutions, Inc.                                                          | Motorola Solutions, Inc.                                                                          | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |  16800000 | PA      | $14931971.88  | 0.49%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2074869.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       916 | PA      | $822.38       | 0.00%             | 2026-11-18      | Fixed         | 22.90%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10682190.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8272 | PA      | $8624.03      | 0.00%             | 2026-10-09      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5670099.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1442 | PA      | $0.00         | 0.00%             | 2034-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7237384.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5724 | PA      | $3154.50      | 0.00%             | 2035-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 182766834.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8430 | PA      | $0.00         | 0.00%             | 2034-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8195862.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7239 | PA      | $7060.72      | 0.00%             | 2026-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                             | FHLMC STACR REMIC Trust, Series 2025-DNA1, Class A1                                               | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |   3785050 | PA      | $3768740.98   | 0.12%             | 2045-01-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 36 Ltd.                                               | Octagon Investment Partners 36 Ltd., Series 2018-1A, Class A1                                     | CUSIP: 67591UAC1<br>LEI: 549300S890TBOLY1D042 | Long             | ABS-CBDO         | CORP              | KY        |   6500580 | PA      | $6512330.67   | 0.21%             | 2031-04-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183524584.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3901 | PA      | $3903.72      | 0.00%             | 2026-11-26      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L2045168.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3851 | PA      | $3786.78      | 0.00%             | 2026-11-18      | Fixed         | 25.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7969740.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       502 | PA      | $499.98       | 0.00%             | 2026-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                 | Corp. Nacional del Cobre de Chile                                                                 | CUSIP: 21987BBC1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |   6500000 | PA      | $5994039.22   | 0.20%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8164748.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4897 | PA      | $673.81       | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991146278.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-11-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-12077324.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14377 | PA      | $15018.32     | 0.00%             | 2027-06-10      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183805030.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14638 | PA      | $11439.14     | 0.00%             | 2027-06-16      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6501697.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       819 | PA      | $147.55       | 0.00%             | 2034-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5047833.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3738 | PA      | $0.00         | 0.00%             | 2033-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7391369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3567 | PA      | $2247.33      | 0.00%             | 2025-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10561719.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1582 | PA      | $1593.66      | 0.00%             | 2025-09-20      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1611811.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8825 | PA      | $640.45       | 0.00%             | 2026-08-23      | Fixed         | 15.17%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                        | FHLMC Pool, 30 Year                                                                               | CUSIP: 3133KNQU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.02         | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10525907.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7379 | PA      | $2396.89      | 0.00%             | 2026-09-15      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7862374.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $20.64        | 0.00%             | 2025-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183726564.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17151 | PA      | $0.00         | 0.00%             | 2026-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991100555.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       437 | PA      | $448.21       | 0.00%             | 2025-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11393178.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8693 | PA      | $846.75       | 0.00%             | 2027-02-07      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11254936.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2041 | PA      | $2040.97      | 0.00%             | 2028-03-17      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991118441.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Octagon Investment Partners 36 Ltd.                                               | Octagon Investment Partners 36 Ltd., Series 2018-1A, Class A2                                     | CUSIP: 67591UAE7<br>LEI: 549300S890TBOLY1D042 | Long             | ABS-CBDO         | CORP              | KY        |   8500000 | PA      | $8500330.58   | 0.28%             | 2031-04-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5823402.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16653 | PA      | $0.00         | 0.00%             | 2034-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Angel Oak Mortgage Trust                                                          | Angel Oak Mortgage Trust, Series 2025-HB1, Class A1                                               | CUSIP: 034936AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2255000 | PA      | $2280470.23   | 0.07%             | 2055-02-25      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Efesto Bidco SpA Efesto US LLC                                                    | Efesto Bidco SpA Efesto US LLC, Series XR                                                         | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |   1100000 | PA      | $1092800.50   | 0.04%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-10156629.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3614 | PA      | $3659.36      | 0.00%             | 2026-10-04      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8207378.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3805 | PA      | $3686.65      | 0.00%             | 2026-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8217874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12649 | PA      | $12501.15     | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                            | UGCard, 991239091.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       412 | PA      | $11.14        | 0.00%             | 2025-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7675149.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1408 | PA      | $1354.39      | 0.00%             | 2025-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-11391376.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12627 | PA      | $13174.81     | 0.00%             | 2027-02-28      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 183239755.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10992 | PA      | $11299.14     | 0.00%             | 2026-11-16      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Cobham Ultra SeniorCo SARL                                                        | Cobham Ultra SeniorCo SARL, First Lien, USD CME Term Loan, B                                      | CUSIP: L1802PAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    783372 | PA      | $771621.21    | 0.03%             | 2029-08-03      | Variable      | 8.43%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                               | Prosper Funding LLC, 1615164.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3508 | PA      | $3569.86      | 0.00%             | 2026-08-13      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8215377.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8540 | PA      | $8385.77      | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 5531634.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16877 | PA      | $0.00         | 0.00%             | 2033-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1988462.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2771 | PA      | $1469.38      | 0.00%             | 2026-11-08      | Fixed         | 20.81%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                        | LendingClub Corp. - LCX PM, 184190300.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5236 | PA      | $0.00         | 0.00%             | 2026-12-22      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Golden State Foods                                                                | Golden State Foods LLC, First Lien, Initial CME Term Loan                                         | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    151783 | PA      | $152285.10    | 0.00%             | 2031-12-04      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7977590.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5907 | PA      | $5742.98      | 0.00%             | 2026-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1613119.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9013 | PA      | $630.95       | 0.00%             | 2027-01-24      | Fixed         | 24.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7105877.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       464 | PA      | $237.70       | 0.00%             | 2035-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                            | Freedom Financial Asset Management LLC, APP-08967293.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       258 | PA      | $259.77       | 0.00%             | 2035-05-29      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., L1991281.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       952 | PA      | $932.45       | 0.00%             | 2026-11-08      | Fixed         | 20.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7792716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1166 | PA      | $1095.60      | 0.00%             | 2025-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                               | U.S. Treasury 5 Year Notes                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       281 | NC      | $609940.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8222478.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       785 | PA      | $773.13       | 0.00%             | 2026-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6453792.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10859 | PA      | $29.70        | 0.00%             | 2034-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7321814.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1716 | PA      | $1381.99      | 0.00%             | 2025-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1703542.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11422 | PA      | $11220.00     | 0.00%             | 2026-09-13      | Fixed         | 31.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 6719237.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4055 | PA      | $31.92        | 0.00%             | 2034-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 7993240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1836 | PA      | $1805.71      | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8207857.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1086 | PA      | $1067.09      | 0.00%             | 2026-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8157487.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9727 | PA      | $9228.69      | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                       | Block, Inc., 8126889.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4085 | PA      | $3992.12      | 0.00%             | 2026-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                             | Upstart Network, Inc., FW1988381.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1383 | PA      | $1355.01      | 0.00%             | 2026-11-08      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

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

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

**Title:** Assistant Treasurer