# EDGAR Filing Document

**Accession Number:** 0000872625
**File Stem:** 0002071691-26-014421
**Filing Date:** 2026-6
**Character Count:** 1546472
**Document Hash:** e30f159ff7b6ace6d82797635c18ff19
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-014421.hdr.sgml**: 20260624

**ACCESSION NUMBER**: 0002071691-26-014421

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260624

**DATE AS OF CHANGE**: 20260624

**PERIOD START**: 20260430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FRANKLIN STRATEGIC SERIES
- **CENTRAL INDEX KEY:** 0000872625

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** FL
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06243
- **FILM NUMBER:** 261113775

**BUSINESS ADDRESS:**
- **STREET 1:** ONE FRANKLIN PARKWAY
- **CITY:** SAN MATEO
- **STATE:** CA
- **ZIP:** 94403-1906
- **BUSINESS PHONE:** 650-570-3000

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FRANKLIN CALIFORNIA 250 GROWTH FUND
- **DATE OF NAME CHANGE:** 19911216

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FRANKLIN CALIFORNIA 250 GROWTH INDEX FUND
- **DATE OF NAME CHANGE:** 19910917

## Series and Classes Contracts Data

### FRANKLIN CORE PLUS BOND FUND (Series ID: S000006879)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000018620 | CLASS A       | FRSTX           |
| C000018622 | CLASS C       | FSGCX           |
| C000018623 | ADVISOR CLASS | FKSAX           |
| C000018624 | CLASS R       | FKSRX           |
| C000128861 | Class R6      | FGKNX           |

## 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 Strategic Series

- **b. Investment Company Act file number:** 811-06243

- **c. CIK number of Registrant:** 0000872625

- **d. LEI of Registrant:** 549300NDWC0J6DXVSX36

- **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 Core Plus Bond Fund

- **b. EDGAR series identifier (if any):** S000006879

- **c. LEI of Series:** BARXSKGYQTET593VHI21

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

- **a. Date of fiscal year-end:** 2026-04-30

- **b. Date as of which information is reported:** 2026-04-30

**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:** $3415522611.16

**Total Liabilities:** $669461578.14

**Net Assets:** $2746061033.02

**Delayed Delivery Securities:** $641341071.14

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3810.87000000 | **1-Year:** -55339.76000000 | **5-Year:** -246285.37000000 | **10-Year:** -343191.93000000 | **30-Year:** -452408.40000000

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

- **3-Month:** -276.74000000 | **1-Year:** -21657.84000000 | **5-Year:** -70625.32000000 | **10-Year:** -111023.50000000 | **30-Year:** -109272.90000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018620 | 1.43%                | -1.79%               | 0.27%                |
| Class ID C000018622 | 1.39%                | -1.83%               | 0.24%                |
| Class ID C000018623 | 1.44%                | -1.89%               | 0.29%                |
| Class ID C000018624 | 1.42%                | -1.94%               | 0.37%                |
| Class ID C000128861 | 1.45%                | -1.88%               | 0.42%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-436624.23              | $24512658.13                               |
| Month 2  | $-1821900.40             | $-52531591.09                              |
| Month 3  | $-1573772.92             | $2398847.78                                |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| A&K Travel Group Holdings Ltd.                                                  | A&K Travel Group Holdings Ltd.                                                                    | CUSIP: 00039UAA6<br>LEI: 254900QJTRYLWP442517 | Long             | DBT              | CORP              | JE        |     570000 | PA      | $573522.05    | 0.02%             | 2033-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO Bank NV                                                                                  | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    2100000 | PA      | $2114760.50   | 0.08%             | 2027-09-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                                    | AES Andes SA                                                                                      | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    1080000 | PA      | $1119698.64   | 0.04%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                  | AIA Group Ltd.                                                                                    | CUSIP: 00131LAP0<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    3100000 | PA      | $3171727.46   | 0.12%             | 2033-04-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                       | Corebridge Global Funding                                                                         | CUSIP: 00138CAV0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2163876.04   | 0.08%             | 2028-09-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| APLD ComputeCo LLC                                                              | APLD ComputeCo LLC                                                                                | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2258360.71   | 0.08%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                      | AT&T, Inc.                                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $2559603.76   | 0.09%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                      | AT&T, Inc.                                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4228974.05   | 0.15%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                      | AT&T, Inc.                                                                                        | CUSIP: 00206RNH1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1320000 | PA      | $1298857.20   | 0.05%             | 2036-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                      | AT&T, Inc.                                                                                        | CUSIP: 00206RNP3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1139974.82   | 0.04%             | 2056-10-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                    | AbbVie, Inc.                                                                                      | CUSIP: 00287YEF2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1510000 | PA      | $1482798.06   | 0.05%             | 2033-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                    | AbbVie, Inc.                                                                                      | CUSIP: 00287YEG0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     520000 | PA      | $508676.17    | 0.02%             | 2036-03-15      | Fixed         | 4.75%                 | No            |                  2 | 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        |    7700000 | PA      | $6845494.27   | 0.25%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                         | CUSIP: 00774MBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     710000 | PA      | $701374.76    | 0.03%             | 2029-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                                                    | Airbnb, Inc.                                                                                      | CUSIP: 009066AD3<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |    1205000 | PA      | $1203304.96   | 0.04%             | 2031-03-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                                                    | Airbnb, Inc.                                                                                      | CUSIP: 009066AE1<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     605000 | PA      | $603599.10    | 0.02%             | 2036-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                           | Alexandria Real Estate Equities, Inc.                                                             | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    6400000 | PA      | $5158376.64   | 0.19%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                           | Alexandria Real Estate Equities, Inc.                                                             | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2144980.71   | 0.08%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Allegro CLO XIII Ltd.                                                           | Allegro CLO Ltd.                                                                                  | CUSIP: 01750WAY5<br>LEI: 254900E6QZJ305P65V74 | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2513595.01   | 0.09%             | 2038-07-20      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F012650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15910000 | PA      | $12189343.40  | 0.44%             | 2056-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F020653<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7099000 | PA      | $5681771.75   | 0.21%             | 2056-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F022659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  110861000 | PA      | $92847788.11  | 3.38%             | 2056-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F030652<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   51901000 | PA      | $45444776.14  | 1.65%             | 2056-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F032658<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -5811000 | PA      | $-5290164.31  | -0.19%            | 2056-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F040651<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -17250000 | PA      | $-16179289.57 | -0.59%            | 2056-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   46500000 | PA      | $44734862.33  | 1.63%             | 2056-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   43050000 | PA      | $42418224.89  | 1.54%             | 2056-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   79590000 | PA      | $79998344.45  | 2.91%             | 2056-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29040000 | PA      | $29649514.17  | 1.08%             | 2056-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                | Amazon.com, Inc.                                                                                  | CUSIP: 023135DE3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    1235000 | PA      | $1220564.34   | 0.04%             | 2033-03-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                | Amazon.com, Inc.                                                                                  | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    1829000 | PA      | $1802876.94   | 0.07%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                | Amazon.com, Inc.                                                                                  | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     260000 | PA      | $256081.81    | 0.01%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                | Amazon.com, Inc.                                                                                  | CUSIP: 023135DK9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    1636000 | PA      | $1613249.55   | 0.06%             | 2076-03-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                               | American Electric Power Co., Inc., Series C                                                       | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2587151.58   | 0.09%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                               | American Electric Power Co., Inc., Series D                                                       | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     865000 | PA      | $862658.70    | 0.03%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                            | American Express Co.                                                                              | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10223177.50  | 0.37%             | 2036-01-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                            | American Tower Corp.                                                                              | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     925000 | PA      | $913871.67    | 0.03%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                     | Amgen, Inc.                                                                                       | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3863207.52   | 0.14%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                     | Amgen, Inc.                                                                                       | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    6600000 | PA      | $6756042.88   | 0.25%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                  | Amphenol Corp.                                                                                    | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    2845000 | PA      | $2782095.49   | 0.10%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Amplify Energy Corp.                                                            | Amplify Energy Corp.                                                                              | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |       5288 | NS      | $33843.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American Capital plc                                                      | Anglo American Capital plc                                                                        | CUSIP: 034863BH2<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    2155000 | PA      | $2132042.03   | 0.08%             | 2033-03-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                        | Angel Oak Mortgage Trust, Series 2025-HB1, Class A1                                               | CUSIP: 034936AA2<br>LEI: 254900ZFKOWCY24MSQ94 | Long             | ABS-O            | CORP              | US        |    1155255 | PA      | $1161690.54   | 0.04%             | 2055-02-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                              | Angola Government Bond                                                                            | CUSIP: 035198AB6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    1560000 | PA      | $1600534.42   | 0.06%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                           | Elevance Health, Inc.                                                                             | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1002074.56   | 0.04%             | 2049-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Apex Credit CLO LLC                                                             | Apex Credit CLO LLC, Series 2021-2A, Class A1AR                                                   | CUSIP: 03755QAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5100000 | PA      | $5105905.01   | 0.19%             | 2034-10-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| APLD ComputeCo 2 LLC                                                            | APLD ComputeCo 2 LLC                                                                              | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1545000 | PA      | $1530624.16   | 0.06%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AptarGroup, Inc.                                                                | AptarGroup, Inc.                                                                                  | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1539562.69   | 0.06%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd.                                                         | Arch Capital Group Ltd.                                                                           | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    6400000 | PA      | $4592040.64   | 0.17%             | 2050-06-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Archrock Services LP / Archrock Partners Finance Corp.                          | Archrock Services LP / Archrock Partners Finance Corp.                                            | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1045000 | PA      | $1052274.13   | 0.04%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                                                    | Arcosa, Inc.                                                                                      | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1954327.60   | 0.07%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | Western Midstream Operating LP                                                                    | CUSIP: 04041NAA0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $2003844.50   | 0.07%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                        | Arthur J Gallagher & Co.                                                                          | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $2081297.25   | 0.08%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                           | Ashtead Capital, Inc.                                                                             | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     900000 | PA      | $923777.20    | 0.03%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC / Ashton Woods Finance Co.                                 | Ashton Woods USA LLC / Ashton Woods Finance Co.                                                   | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     940000 | PA      | $923425.54    | 0.03%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Asurion LLC/ Asurion Co-Issuer, Inc.                                            | Asurion LLC and Asurion Co-Issuer, Inc.                                                           | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1149718.90   | 0.04%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC/ Asurion Co-Issuer, Inc.                                            | Asurion LLC and Asurion Co-Issuer, Inc.                                                           | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1579860.64   | 0.06%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | Athene Global Funding                                                                             | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3765738.52   | 0.14%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | Athene Global Funding                                                                             | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1179488.17   | 0.04%             | 2035-08-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Atlantica Sustainable Infrastructure Ltd.                                       | Atlantica Sustainable Infrastructure Ltd.                                                         | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |    1528000 | PA      | $1493403.48   | 0.05%             | 2028-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                                                | AutoNation, Inc.                                                                                  | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1892026.44   | 0.07%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                    | Avolon Holdings Funding Ltd.                                                                      | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    7735000 | PA      | $7697453.54   | 0.28%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                           | Axon Enterprise, Inc.                                                                             | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1025015.89   | 0.04%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                           | Axon Enterprise, Inc.                                                                             | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     750000 | PA      | $770078.25    | 0.03%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                               | BAT Capital Corp.                                                                                 | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    4985000 | PA      | $4886551.53   | 0.18%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                               | BAT Capital Corp.                                                                                 | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1549052.67   | 0.06%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA                                                                                           | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    7900000 | PA      | $7810969.77   | 0.28%             | 2027-10-19      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                        | BX Trust, Series 2025-VOLT, Class A                                                               | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1834000 | PA      | $1836043.63   | 0.07%             | 2044-12-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                        | BX Trust, Series 2025-ARIA, Class C                                                               | CUSIP: 05619TAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5210000 | PA      | $5233935.78   | 0.19%             | 2042-12-13      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust                                                                 | BofA Auto Trust, Series 2026-1A, Class A3                                                         | CUSIP: 05620EAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8620000 | PA      | $8603469.78   | 0.31%             | 2030-10-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                    | Bain Capital Credit CLO Ltd., Series 2022-2A, Class A1R                                           | CUSIP: 05682GAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5200000 | PA      | $5205143.72   | 0.19%             | 2035-04-22      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander SA                                                                                | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    3000000 | PA      | $2714288.46   | 0.10%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                                       | Banijay Entertainment SAS                                                                         | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |     308809 | PA      | $318942.88    | 0.01%             | 2029-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                           | Bank of America Corp.                                                                             | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3096719.12   | 0.11%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                           | Bank of America Corp.                                                                             | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1434000 | PA      | $1332563.73   | 0.05%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                           | Bank of America Corp.                                                                             | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7874810.40   | 0.29%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust                                       | Banc of America Commercial Mortgage Trust, Series 2015-UBS7, Class B                              | CUSIP: 06054ABC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1059534 | PA      | $1049290.54   | 0.04%             | 2048-09-15      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| BANK                                                                            | BANK, Series 2020-BN26, Class XA                                                                  | CUSIP: 06540JBM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   26468234 | PA      | $879499.72    | 0.03%             | 2063-03-15      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust                                                                     | BANK5 Trust, Series 2025-5YR18, Class AS                                                          | CUSIP: 06604CAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3758000 | PA      | $3793309.42   | 0.14%             | 2058-12-15      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust                                                                     | BANK5 Trust, Series 2025-5YR14, Class XA                                                          | CUSIP: 06604MAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   50114123 | PA      | $1734324.52   | 0.06%             | 2058-04-15      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust                                                                     | BANK5 Trust, Series 2025-5YR13, Class XA                                                          | CUSIP: 06650CAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   49381938 | PA      | $1762243.85   | 0.06%             | 2058-01-15      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | Banque Federative du Credit Mutuel SA                                                             | CUSIP: 06675DCU4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    2070000 | PA      | $2046444.81   | 0.07%             | 2031-01-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                             | Bausch + Lomb Corp.                                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $3101250.00   | 0.11%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                      | Baxter International, Inc.                                                                        | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4397652.24   | 0.16%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                         | Bayer US Finance II LLC                                                                           | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   11700000 | PA      | $11616909.53  | 0.42%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | 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        |   89250615 | PA      | $2508129.69   | 0.09%             | 2058-03-15      | Variable      | 1.04%                 | No            |                  2 | 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        |   38512897 | PA      | $1296894.83   | 0.05%             | 2057-12-15      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| Beignet Investor LLC                                                            | Beignet Investor LLC                                                                              | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1532000 | PA      | $1583536.57   | 0.06%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Bellemeade Re Ltd.                                                              | Bellemeade Re Ltd., Series 2021-3A, Class B1                                                      | CUSIP: 078777AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    2675000 | PA      | $2749788.19   | 0.10%             | 2031-09-25      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                        | Benchmark Mortgage Trust, Series 2019-B13, Class A2                                               | CUSIP: 08162DAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5285807 | PA      | $5084720.61   | 0.19%             | 2057-08-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                        | Benchmark Mortgage Trust, Series 2020-B20, Class XA                                               | CUSIP: 08162XBJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   35780061 | PA      | $1605998.79   | 0.06%             | 2053-10-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                        | Benchmark Mortgage Trust, Series 2020-B22, Class XA                                               | CUSIP: 08163BBF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   26297137 | PA      | $1458952.01   | 0.05%             | 2054-01-15      | Variable      | 1.60%                 | No            |                  2 | 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        |   46939000 | PA      | $1325486.95   | 0.05%             | 2058-02-15      | Variable      | 1.13%                 | No            |                  2 | 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        |   78337435 | PA      | $2106838.31   | 0.08%             | 2057-04-15      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                        | Benchmark Mortgage Trust, Series 2025-V19, Class AS                                               | CUSIP: 08164DAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3779000 | PA      | $3858608.79   | 0.14%             | 2058-01-15      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                        | Benchmark Mortgage Trust, Series 2026-V21, Class AS                                               | CUSIP: 08164HBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2696000 | PA      | $2745892.18   | 0.10%             | 2059-03-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                        | Benchmark Mortgage Trust, Series 2026-V21, Class XA                                               | CUSIP: 08164HBE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24070864 | PA      | $1481304.12   | 0.05%             | 2059-03-15      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                        | Benchmark Mortgage Trust, Series 2024-V12, Class XA                                               | CUSIP: 081915AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   51021128 | PA      | $1449163.29   | 0.05%             | 2057-12-15      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Birch Permian Holdings, Inc.                                                    | Birch Permian Holdings, Inc.                                                                      | CUSIP: 09075C104<br>LEI: 5493008GXCEAUIZGCH60 | Long             | EC               | CORP              | US        |      46176 | NS      | $267820.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Black Diamond CLO Ltd.                                                          | Black Diamond CLO Ltd., Series 2021-1A, Class A1AR                                                | CUSIP: 09204WAF1<br>LEI: 549300IEWA7GZ3ECTT90 | Long             | ABS-CBDO         | CORP              | KY        |    4132000 | PA      | $4137684.86   | 0.15%             | 2034-11-22      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Black Pearl Compute LLC                                                         | Black Pearl Compute LLC                                                                           | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     900000 | PA      | $914253.99    | 0.03%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO XXXI Ltd.                                                      | BlueMountain CLO XXXI Ltd., Series 2021-31A, Class A1R                                            | CUSIP: 09631BAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12470000 | PA      | $12481173.21  | 0.45%             | 2034-04-19      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                              | BMO Mortgage Trust, Series 2024-5C8, Class XA                                                     | CUSIP: 09661XAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   47149769 | PA      | $1576669.43   | 0.06%             | 2057-12-15      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                              | BMO Mortgage Trust, Series 2025-5C9, Class XA                                                     | CUSIP: 096933AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   73077203 | PA      | $1821895.07   | 0.07%             | 2058-04-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                                  | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2883002.72   | 0.10%             | 2039-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                                  | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    8100000 | PA      | $8232960.69   | 0.30%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                                  | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4771338.10   | 0.17%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                | Bombardier, Inc.                                                                                  | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    1025000 | PA      | $1070051.83   | 0.04%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rutas 2 and 7 Finance Ltd.                                                      | Rutas 2 and 7 Finance Ltd.                                                                        | CUSIP: 78319MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     196000 | PA      | $149939.97    | 0.01%             | 2036-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UTEX Industries, Inc.                                                           | UTEX Industries, Inc.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      16788 | NS      | $738048.96    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| BRAVO Residential Funding Trust                                                 | BRAVO Residential Funding Trust, Series 2019-2, Class A3                                          | CUSIP: 10568LAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1663600 | PA      | $1598234.30   | 0.06%             | 2044-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                 | BRAVO Residential Funding Trust, Series 2025-HE1, Class A1                                        | CUSIP: 10568VAA2<br>LEI: 254900V4GL9A5JTVB991 | Long             | ABS-O            | CORP              | US        |    2612774 | PA      | $2620190.60   | 0.10%             | 2072-09-25      | Floating      | 5.00%                 | No            |                  2 | 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        |     820828 | PA      | $822960.63    | 0.03%             | 2063-09-25      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                 | BRAVO Residential Funding Trust, Series 2024-NQM3, Class A1                                       | CUSIP: 10569LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     780395 | PA      | $786333.82    | 0.03%             | 2064-03-25      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                 | BRAVO Residential Funding Trust, Series 2024-CES1, Class A1A                                      | CUSIP: 10570NAA6<br>LEI: 254900UJENIYH5UEYD42 | Long             | ABS-O            | CORP              | US        |    2489631 | PA      | $2512507.63   | 0.09%             | 2054-04-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                   | Brazil Government Bond                                                                            | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    3100000 | PA      | $2978325.00   | 0.11%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                   | Brazil Government Bond                                                                            | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     720000 | PA      | $728136.00    | 0.03%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                  | Broadcom, Inc.                                                                                    | CUSIP: 11135FDB4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1230000 | PA      | $1218378.65   | 0.04%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                  | Broadcom, Inc.                                                                                    | CUSIP: 11135FDD0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     185000 | PA      | $184048.32    | 0.01%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                             | Brown & Brown, Inc.                                                                               | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $7379432.40   | 0.27%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp.                                                                 | Brunswick Corp.                                                                                   | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1133407.83   | 0.04%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | Burlington Northern Santa Fe LLC                                                                  | CUSIP: 12189LBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1355000 | PA      | $1311801.68   | 0.05%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                    | BX Commercial Mortgage Trust, Series 2026-CSMO, Class B                                           | CUSIP: 12433LAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5400000 | PA      | $5419508.04   | 0.20%             | 2043-02-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                   | CCO Holdings LLC / CCO Holdings Capital Corp.                                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1757535.20   | 0.06%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp.                                                     | CDW LLC / CDW Finance Corp.                                                                       | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4780620.60   | 0.17%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                 | CFCRE Commercial Mortgage Trust, Series 2016-C6, Class B                                          | CUSIP: 12532ABB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3371000 | PA      | $3224718.83   | 0.12%             | 2049-11-10      | Fixed         | 3.80%                 | No            |                  2 | 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        |    2540000 | PA      | $2527317.27   | 0.09%             | 2054-12-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                              | CHS/Community Health Systems, Inc.                                                                | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1786941.00   | 0.07%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                              | CHS/Community Health Systems, Inc.                                                                | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1032660.24   | 0.04%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2017-IV Ltd.                                                       | CIFC Funding Ltd., Series 2017-4A, Class A2R                                                      | CUSIP: 12551JAN6<br>LEI: 254900JEH56UBUEZJW15 | Long             | ABS-CBDO         | CORP              | KY        |    4319957 | PA      | $4320041.69   | 0.16%             | 2030-10-24      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                               | Cigna Group (The)                                                                                 | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $7406101.70   | 0.27%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                       | CIM Trust, Series 2019-INV2, Class A3                                                             | CUSIP: 12554TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1085630 | PA      | $1029428.37   | 0.04%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                       | CIM Trust, Series 2019-INV1, Class A1                                                             | CUSIP: 12555DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     368820 | PA      | $352562.23    | 0.01%             | 2049-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                               | CIFC Funding Ltd., Series 2020-1A, Class A1R                                                      | CUSIP: 12555QAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6090000 | PA      | $6101190.41   | 0.22%             | 2036-07-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2014-UBS6, Class D                                                    | CUSIP: 12592PAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2766321 | PA      | $2679672.02   | 0.10%             | 2047-12-10      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2015-CR26, Class B                                                    | CUSIP: 12593QBH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     905026 | PA      | $887858.52    | 0.03%             | 2048-10-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2012-CR3, Class B                                                     | CUSIP: 12624PAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3404473 | PA      | $3323096.24   | 0.12%             | 2045-10-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2012-CR4, Class AM                                                    | CUSIP: 12624QAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2790000 | PA      | $2728436.42   | 0.10%             | 2045-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2014-CR14, Class C                                                    | CUSIP: 12630DBD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1548000 | PA      | $1517955.95   | 0.06%             | 2047-02-10      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2014-CR17, Class B                                                    | CUSIP: 12631DBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2634330 | PA      | $2611403.93   | 0.10%             | 2047-05-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                | CVS Health Corp.                                                                                  | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3542736.96   | 0.13%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                | CVS Health Corp.                                                                                  | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    6300000 | PA      | $4416135.07   | 0.16%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                | CVS Health Corp.                                                                                  | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     990000 | PA      | $868314.94    | 0.03%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                | CVS Health Corp.                                                                                  | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3040921.17   | 0.11%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                                                  | CSTL Commercial Mortgage Trust, Series 2025-GATE2, Class A                                        | CUSIP: 12676JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3422000 | PA      | $3371075.51   | 0.12%             | 2042-11-10      | Variable      | 4.71%                 | No            |                  2 | 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        |    2000000 | PA      | $1988921.20   | 0.07%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                | California Health Facilities Financing Authority, Series 2022                                     | CUSIP: 13032UD88<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    2875000 | PA      | $2693266.65   | 0.10%             | 2037-06-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | State of California                                                                               | CUSIP: 13063ESC1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    3575000 | PA      | $3570935.23   | 0.13%             | 2032-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Calumet Specialty Products Partners LP / Calumet Finance Corp.                  | Calumet Specialty Products Partners LP / Calumet Finance Corp.                                    | CUSIP: 131477AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2436000.00   | 0.09%             | 2029-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                 | Canadian Natural Resources Ltd.                                                                   | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    8200000 | PA      | $7715756.46   | 0.28%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                     | Capital One Financial Corp.                                                                       | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    8600000 | PA      | $8633032.86   | 0.31%             | 2033-05-10      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos., Inc.                                                             | Carlisle Cos., Inc.                                                                               | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     665000 | PA      | $668599.10    | 0.02%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                         | CarMax Auto Owner Trust, Series 2026-2, Class A2A                                                 | CUSIP: 142935AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8288000 | PA      | $8295857.02   | 0.30%             | 2029-08-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                         | CarMax Auto Owner Trust, Series 2026-2, Class A3                                                  | CUSIP: 142935AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5086000 | PA      | $5089342.01   | 0.19%             | 2031-06-16      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                       | Carlyle Global Market Strategies CLO Ltd., Series 2014-2RA, Class B                               | CUSIP: 14314LAJ4<br>LEI: 549300K65HYRGER5BW54 | Long             | ABS-CBDO         | CORP              | KY        |     580000 | PA      | $581761.75    | 0.02%             | 2031-05-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                  | Carnival Corp.                                                                                    | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    2500000 | PA      | $2537610.00   | 0.09%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                  | Carnival Corp.                                                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     670000 | PA      | $674206.26    | 0.02%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1489833.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1375 | PA      | $1383.06      | 0.00%             | 2026-10-30      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Cerdia Finanz GmbH                                                              | Cerdia Finanz GmbH                                                                                | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |    1000000 | PA      | $962500.00    | 0.04%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1592846.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        575 | PA      | $581.51       | 0.00%             | 2026-07-23      | Fixed         | 15.90%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1599440.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        275 | PA      | $278.43       | 0.00%             | 2026-08-05      | Fixed         | 26.40%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1600466.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1499 | PA      | $1508.56      | 0.00%             | 2026-08-06      | Fixed         | 18.73%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1603532.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1156 | PA      | $1168.02      | 0.00%             | 2026-08-12      | Fixed         | 20.50%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1603750.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3120 | PA      | $416.88       | 0.00%             | 2027-05-20      | Fixed         | 15.90%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1603759.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1036 | PA      | $1042.35      | 0.00%             | 2026-08-06      | Fixed         | 20.59%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1606042.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2574 | PA      | $1820.59      | 0.00%             | 2026-08-10      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1611322.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3081 | PA      | $3084.17      | 0.00%             | 2026-08-19      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1611384.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        906 | PA      | $904.94       | 0.00%             | 2026-08-09      | Fixed         | 13.88%                | No            |                  3 | 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        |   15900000 | PA      | $14241763.24  | 0.52%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital Corp.             | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1255000 | PA      | $1225235.45   | 0.04%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1611798.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1719 | PA      | $1751.40      | 0.00%             | 2026-09-01      | Fixed         | 25.74%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1611807.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1545 | PA      | $1557.75      | 0.00%             | 2026-08-10      | Fixed         | 19.33%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1611810.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        223 | PA      | $222.39       | 0.00%             | 2026-08-10      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1612140.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        715 | PA      | $720.84       | 0.00%             | 2026-08-10      | Fixed         | 23.74%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1612149.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        660 | PA      | $666.70       | 0.00%             | 2026-08-10      | Fixed         | 20.70%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1615738.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        358 | PA      | $358.86       | 0.00%             | 2026-08-27      | Fixed         | 13.30%                | No            |                  3 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                               | Chase Home Lending Mortgage Trust, Series 2025-7, Class A11                                       | CUSIP: 16160AAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1577870 | PA      | $1583935.58   | 0.06%             | 2056-05-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                               | Chase Home Lending Mortgage Trust, Series 2025-3, Class A11                                       | CUSIP: 16160MAX1<br>LEI: 529900HBZNCZRSLIS225 | Long             | ABS-MBS          | CORP              | US        |    1788235 | PA      | $1786735.06   | 0.07%             | 2056-02-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1618149.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        878 | PA      | $879.53       | 0.00%             | 2026-08-19      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1625300.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        752 | PA      | $754.96       | 0.00%             | 2026-09-23      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 162966512.LC.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1591 | PA      | $0.00         | 0.00%             | 2035-04-12      | Fixed         | 11.02%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1631647.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1786 | PA      | $1792.54      | 0.00%             | 2026-09-28      | Fixed         | 12.70%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1638105.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        861 | PA      | $864.86       | 0.00%             | 2026-09-28      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| Cheniere Energy, Inc.                                                           | Cheniere Energy, Inc.                                                                             | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1648779.54   | 0.06%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                           | Cheniere Energy, Inc.                                                                             | CUSIP: 16411RAP4<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     430000 | PA      | $425265.83    | 0.02%             | 2036-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1645223.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1127 | PA      | $1130.89      | 0.00%             | 2026-10-27      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1646072.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1987 | PA      | $2045.01      | 0.00%             | 2026-10-28      | Fixed         | 28.23%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1646309.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2219 | PA      | $2226.88      | 0.00%             | 2026-10-28      | Fixed         | 9.62%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1646819.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        590 | PA      | $597.87       | 0.00%             | 2026-10-29      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1648282.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2016 | PA      | $2046.82      | 0.00%             | 2026-10-26      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1648588.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2031 | PA      | $2063.16      | 0.00%             | 2026-10-27      | Fixed         | 14.39%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1649791.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4017 | PA      | $4084.88      | 0.00%             | 2026-11-05      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1649809.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1272 | PA      | $1275.90      | 0.00%             | 2026-10-31      | Fixed         | 11.10%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1650023.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1735 | PA      | $1736.57      | 0.00%             | 2026-11-04      | Fixed         | 14.79%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1650901.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2285 | PA      | $2316.02      | 0.00%             | 2026-10-29      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1651754.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2905 | PA      | $2905.38      | 0.00%             | 2026-11-08      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1656183.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1190 | PA      | $1194.34      | 0.00%             | 2026-10-31      | Fixed         | 14.38%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1658080.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2006 | PA      | $2024.24      | 0.00%             | 2026-11-08      | Fixed         | 14.63%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1658839.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2361 | PA      | $2361.81      | 0.00%             | 2026-11-09      | Fixed         | 14.68%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1658842.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2088 | PA      | $2113.11      | 0.00%             | 2026-11-09      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1661797.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        437 | PA      | $449.76       | 0.00%             | 2026-11-15      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1664327.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        813 | PA      | $829.76       | 0.00%             | 2026-11-30      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1666449.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1807 | PA      | $1829.74      | 0.00%             | 2026-11-09      | Fixed         | 14.60%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1667757.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2185 | PA      | $2219.48      | 0.00%             | 2026-11-12      | Fixed         | 18.25%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1674146.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2417 | PA      | $2457.67      | 0.00%             | 2027-01-20      | Fixed         | 18.78%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1675265.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3805 | PA      | $3811.24      | 0.00%             | 2026-12-20      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1676819.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6409 | PA      | $5680.53      | 0.00%             | 2026-12-22      | Fixed         | 14.68%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1680116.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5340 | PA      | $5496.64      | 0.00%             | 2026-12-29      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1680241.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4445 | PA      | $4452.58      | 0.00%             | 2026-12-16      | Fixed         | 14.38%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1680301.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        960 | PA      | $975.15       | 0.00%             | 2026-12-16      | Fixed         | 18.50%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1682455.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16126 | PA      | $992.35       | 0.00%             | 2027-11-21      | Fixed         | 11.43%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1687146.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2022 | PA      | $2023.52      | 0.00%             | 2026-12-16      | Fixed         | 11.43%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1688534.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        761 | PA      | $759.01       | 0.00%             | 2027-01-16      | Fixed         | 12.90%                | No            |                  3 | On Loan: No      |
| Republic of Chile                                                               | Chile Government Bond                                                                             | CUSIP: 168863EB0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    1660000 | PA      | $1682825.00   | 0.06%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1688964.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4186 | PA      | $0.00         | 0.00%             | 2026-12-21      | Fixed         | 13.93%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1689036.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3783 | PA      | $3840.03      | 0.00%             | 2026-12-21      | Fixed         | 14.60%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1689368.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        354 | PA      | $0.00         | 0.00%             | 2035-01-14      | Fixed         | 16.20%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1690116.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3542 | PA      | $3664.96      | 0.00%             | 2026-12-31      | Fixed         | 23.11%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1694572.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4119 | PA      | $4123.67      | 0.00%             | 2027-01-13      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1694593.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5579 | PA      | $0.00         | 0.00%             | 2027-01-13      | Fixed         | 23.40%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1698709.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3026 | PA      | $3074.37      | 0.00%             | 2027-01-20      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1702152.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1161 | PA      | $1162.16      | 0.00%             | 2027-01-14      | Fixed         | 12.87%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1704984.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2397 | PA      | $2402.63      | 0.00%             | 2027-01-19      | Fixed         | 10.29%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1708466.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1544 | PA      | $1568.63      | 0.00%             | 2027-02-22      | Fixed         | 18.60%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1708901.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4689 | PA      | $4777.78      | 0.00%             | 2027-02-15      | Fixed         | 18.33%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1708907.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9391 | PA      | $9277.64      | 0.00%             | 2028-02-20      | Fixed         | 18.13%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1709498.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2641 | PA      | $2665.71      | 0.00%             | 2027-02-16      | Fixed         | 25.90%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1709507.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        929 | PA      | $932.38       | 0.00%             | 2027-03-15      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1720974.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4657 | PA      | $4734.88      | 0.00%             | 2027-02-15      | Fixed         | 18.40%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1721439.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        566 | PA      | $566.47       | 0.00%             | 2027-02-15      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1722171.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2574 | PA      | $1371.58      | 0.00%             | 2027-06-14      | Fixed         | 18.78%                | No            |                  3 | On Loan: No      |
| Cipher Compute LLC                                                              | Cipher Compute LLC                                                                                | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     895000 | PA      | $928794.46    | 0.03%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 172665217.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        531 | PA      | $531.30       | 0.00%             | 2035-12-04      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| Citigroup, Inc.                                                                 | Citigroup, Inc.                                                                                   | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $5539991.13   | 0.20%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                             | Citigroup Commercial Mortgage Trust, Series 2016-C3, Class A4                                     | CUSIP: 17325GAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6526137 | PA      | $6481946.57   | 0.24%             | 2049-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CGMS Commercial Mortgage Trust                                                  | CGMS Commercial Mortgage Trust, Series 2017-B1, Class AS                                          | CUSIP: 17326CBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3326000 | PA      | $3259005.71   | 0.12%             | 2050-08-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                   | Citigroup Mortgage Loan Trust, Series 2025-4, Class A28                                           | CUSIP: 17332NAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1426211 | PA      | $1431094.36   | 0.05%             | 2055-10-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1739157.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12327 | PA      | $6872.27      | 0.00%             | 2027-12-18      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1749006.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3134 | PA      | $3162.67      | 0.00%             | 2027-03-31      | Fixed         | 19.53%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1749429.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1895 | PA      | $1944.18      | 0.00%             | 2027-04-01      | Fixed         | 25.90%                | No            |                  3 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                            | Clear Channel Outdoor Holdings, Inc.                                                              | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2102308.00   | 0.08%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                   | Clearway Energy Operating LLC                                                                     | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2621612.84   | 0.10%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                           | Clydesdale Acquisition Holdings, Inc.                                                             | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1224141.27   | 0.04%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cogent Communications Group LLC / Cogent Finance, Inc.                          | Cogent Communications Group LLC / Cogent Finance, Inc.                                            | CUSIP: 19240WAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1857200.00   | 0.07%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                            | Colombia Government Bond                                                                          | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1550000 | PA      | $1625175.00   | 0.06%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                   | Comcast Corp.                                                                                     | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5167366.78   | 0.19%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                | Comision Federal de Electricidad                                                                  | CUSIP: 200447AH3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |    2000000 | PA      | $1817739.80   | 0.07%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2015-LC19, Class C                                                    | CUSIP: 200474BH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1119500 | PA      | $1092260.49   | 0.04%             | 2048-02-10      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                           | Commercial Metals Co.                                                                             | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     520000 | PA      | $521165.84    | 0.02%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                           | Commercial Metals Co.                                                                             | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1039480.83   | 0.04%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                               | Compass Datacenters Issuer II LLC, Series 2024-2A, Class A1                                       | CUSIP: 20469AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1191000 | PA      | $1190676.52   | 0.04%             | 2049-08-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                               | Compass Datacenters Issuer II LLC, Series 2025-1A, Class A1                                       | CUSIP: 20469CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1279000 | PA      | $1284775.20   | 0.05%             | 2050-05-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                               | Compass Datacenters Issuer II LLC, Series 2025-2A, Class A1                                       | CUSIP: 20469CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6207000 | PA      | $6101458.65   | 0.22%             | 2050-11-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Concentra Health Services, Inc.                                                 | Concentra Health Services, Inc.                                                                   | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1556311.50   | 0.06%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL / Connect US Finco LLC                                       | Connect Finco SARL / Connect US Finco LLC                                                         | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2639842.50   | 0.10%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2025-R02, Class 1A1                              | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1076263 | PA      | $1078382.28   | 0.04%             | 2045-02-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                             | FNMA Connecticut Avenue Securities Trust                                                          | CUSIP: 20754UAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8991000 | PA      | $9055721.26   | 0.33%             | 2046-04-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2025-R03, Class 2A1                              | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1398972 | PA      | $1407188.89   | 0.05%             | 2045-03-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2026-R01, Class 2M1                              | CUSIP: 20755BAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3175594 | PA      | $3177586.61   | 0.12%             | 2046-01-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2025-R01, Class 1M1                              | CUSIP: 20755JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     944679 | PA      | $945056.46    | 0.03%             | 2045-01-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2025-R04, Class 1A1                              | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1300303 | PA      | $1302502.92   | 0.05%             | 2045-05-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | Constellation Energy Generation LLC                                                               | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3146623.77   | 0.11%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | Constellation Energy Generation LLC                                                               | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2143845.30   | 0.08%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | Constellation Energy Generation LLC                                                               | CUSIP: 210385AQ3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1098720.82   | 0.04%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                      | Corebridge Financial, Inc.                                                                        | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $5152586.43   | 0.19%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H020659<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   34310000 | PA      | $28237765.42  | 1.03%             | 2056-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H022655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14570000 | PA      | $12482615.69  | 0.45%             | 2056-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H032654<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19960000 | PA      | $18045867.14  | 0.66%             | 2056-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H042653<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   23000000 | PA      | $22184218.75  | 0.81%             | 2056-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H050656<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18439000 | PA      | $18281816.56  | 0.67%             | 2056-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   27833000 | PA      | $28032937.80  | 1.02%             | 2056-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H060655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   81518000 | PA      | $83116894.05  | 3.03%             | 2056-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H062651<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   23635000 | PA      | $24690740.94  | 0.90%             | 2056-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                          | Costa Rica Government Bond                                                                        | CUSIP: 221597CP0<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    1930000 | PA      | $2010963.50   | 0.07%             | 2031-02-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Coty, Inc. / HFC Prestige Products, Inc. / HFC Prestige International US LLC    | Coty, Inc. / HFC Prestige Products, Inc. / HFC Prestige International US LLC                      | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7753960.00   | 0.28%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                                                | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4037762.52   | 0.15%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                            | Cross Mortgage Trust, Series 2024-H1, Class A1                                                    | CUSIP: 22757AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     584285 | PA      | $587517.62    | 0.02%             | 2068-12-25      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                 | CSAIL Commercial Mortgage Trust, Series 2021-C20, Class XA                                        | CUSIP: 22945EAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   39258253 | PA      | $1371063.10   | 0.05%             | 2054-03-15      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                  | DTE Energy Co.                                                                                    | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $5745928.43   | 0.21%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                | DTE Electric Co.                                                                                  | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     740000 | PA      | $750779.03    | 0.03%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                | DTE Electric Co., Series A                                                                        | CUSIP: 23338VBB1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    1530000 | PA      | $1496588.44   | 0.05%             | 2036-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                              | DT Midstream, Inc.                                                                                | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6600000 | PA      | $6381586.99   | 0.23%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                    | DaVita, Inc.                                                                                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2905507.80   | 0.11%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                              | Dell International LLC / EMC Corp.                                                                | CUSIP: 24703DBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7800000 | PA      | $7940235.03   | 0.29%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | Deutsche Bank AG                                                                                  | CUSIP: 25160PAM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    4800000 | PA      | $4874082.91   | 0.18%             | 2027-09-09      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                           | Directv Financing LLC                                                                             | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1468399.68   | 0.05%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                           | Dominion Energy, Inc., Series C                                                                   | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    7800000 | PA      | $7454317.03   | 0.27%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                           | Dominion Energy, Inc., Series A                                                                   | CUSIP: 25746UDP1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3105314.59   | 0.11%             | 2032-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                                                         | RR Donnelley & Sons Co.                                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2066020.00   | 0.08%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Dryden 53 CLO Ltd.                                                              | Dryden 53 CLO Ltd., Series 2017-53A, Class AR                                                     | CUSIP: 26243EAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3070379 | PA      | $3070414.12   | 0.11%             | 2031-01-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Dryden 75 CLO Ltd.                                                              | Dryden 75 CLO Ltd., Series 2019-75A, Class AR3                                                    | CUSIP: 26252JBC1<br>LEI: 254900JFO9XUH2EREJ70 | Long             | ABS-CBDO         | CORP              | KY        |   12600000 | PA      | $12590890.76  | 0.46%             | 2034-04-14      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                               | Duke Energy Corp.                                                                                 | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1179350.29   | 0.04%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                               | Duke Energy Corp.                                                                                 | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    6200000 | PA      | $5720469.99   | 0.21%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                          | Duke Energy Ohio, Inc.                                                                            | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1022486.46   | 0.04%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco SARL                                                        | Eagle Funding Luxco SARL                                                                          | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    1100000 | PA      | $1109845.00   | 0.04%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                 | Eastern Energy Gas Holdings LLC                                                                   | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    6700000 | PA      | $6974225.71   | 0.25%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                     | Eaton Corp.                                                                                       | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1575766.16   | 0.06%             | 2036-03-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                    | Ecopetrol SA                                                                                      | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |     880000 | PA      | $793367.08    | 0.03%             | 2031-11-02      | Fixed         | 4.62%                 | 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        |    1600000 | PA      | $1595550.72   | 0.06%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | Electricite de France SA                                                                          | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    1700000 | PA      | $1738406.38   | 0.06%             | 2028-05-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                                                         | Element Solutions, Inc.                                                                           | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2926789.80   | 0.11%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                                                | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6405925.68   | 0.23%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | Enel Finance International NV                                                                     | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    2770000 | PA      | $2725470.23   | 0.10%             | 2030-09-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                        | EquipmentShare.com, Inc.                                                                          | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1592722.50   | 0.06%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ESAB Corp.                                                                      | ESAB Corp.                                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2941928.20   | 0.11%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                              | Essex Portfolio LP                                                                                | CUSIP: 29717PBB2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2644536.75   | 0.10%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                    | Exelon Corp.                                                                                      | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1150667.03   | 0.04%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                    | Exelon Corp.                                                                                      | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   13400000 | PA      | $13130011.44  | 0.48%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life, Inc.                                                      | F&G Annuities & Life, Inc.                                                                        | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2226921.22   | 0.08%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                       | FMC Corp.                                                                                         | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     875000 | PA      | $580487.08    | 0.02%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                       | Forvia SE                                                                                         | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    2830000 | PA      | $2839613.51   | 0.10%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283H4Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      27510 | PA      | $28126.81     | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283H6F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5108 | PA      | $5224.93      | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283HJB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        862 | PA      | $890.44       | 0.00%             | 2031-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283HW27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1074 | PA      | $1134.69      | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283HXH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      11900 | PA      | $12170.94     | 0.00%             | 2033-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 20 Year                                                                          | CUSIP: 3128CULH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1564 | PA      | $1566.31      | 0.00%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 20 Year                                                                          | CUSIP: 3128CUMV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        179 | PA      | $179.14       | 0.00%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 20 Year                                                                          | CUSIP: 3128E5FU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        948 | PA      | $954.07       | 0.00%             | 2029-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128K4AB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      32413 | PA      | $32807.81     | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128K7MM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      24895 | PA      | $25176.62     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128K8GM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6043 | PA      | $6126.93      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128KAHF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       7586 | PA      | $7967.79      | 0.00%             | 2036-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128KAJY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      15361 | PA      | $16311.74     | 0.00%             | 2036-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128KASF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      69104 | PA      | $71115.36     | 0.00%             | 2036-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128KDX67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      37270 | PA      | $37760.71     | 0.00%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128KSF23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      14279 | PA      | $14955.99     | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128M6XL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       7328 | PA      | $7430.72      | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128MJCJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      29338 | PA      | $29747.05     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 20 Year                                                                          | CUSIP: 3128P7EL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1678 | PA      | $1679.65      | 0.00%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 20 Year                                                                          | CUSIP: 3128P7JU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        885 | PA      | $887.25       | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 20 Year                                                                          | CUSIP: 3128P7KF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2829 | PA      | $2840.72      | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 20 Year                                                                          | CUSIP: 3128P7L43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       7932 | PA      | $7973.78      | 0.00%             | 2029-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 20 Year                                                                          | CUSIP: 3128P7NM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       7321 | PA      | $7390.18      | 0.00%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 20 Year                                                                          | CUSIP: 3128P7NU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8944 | PA      | $9028.65      | 0.00%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31292G2S4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        233 | PA      | $242.23       | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31292HJR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        898 | PA      | $933.12       | 0.00%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 312942U78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      28719 | PA      | $28526.90     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31296KGB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1043 | PA      | $1050.06      | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31296QNL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1516 | PA      | $1549.07      | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31296WE78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      42743 | PA      | $42587.70     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31297DT40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      91924 | PA      | $95432.27     | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31297GL33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1371 | PA      | $1366.99      | 0.00%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31297T5F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      90716 | PA      | $93710.69     | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31297UL40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13660 | PA      | $13991.50     | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWD34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   31212528 | PA      | $29363712.23  | 1.07%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   30227648 | PA      | $24322475.28  | 0.89%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWEK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21188032 | PA      | $20459283.92  | 0.75%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWFH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21191294 | PA      | $21425137.41  | 0.78%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FFCB                                                                            | FFCB                                                                                              | CUSIP: 3133EMRX2<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | UST               | US        |    7700000 | PA      | $6160167.78   | 0.22%             | 2036-02-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC                                                                                             | CUSIP: 31342AG45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6556 | PA      | $6680.42      | 0.00%             | 2033-01-01      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2021-12, Class MI                                                                    | CUSIP: 3136BFHY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15683918 | PA      | $2938327.07   | 0.11%             | 2051-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2024-87, Class FB                                                                    | CUSIP: 3136BTE66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8364979 | PA      | $8446385.65   | 0.31%             | 2054-12-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2024-105, Class KF                                                                   | CUSIP: 3136BUCB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8374242 | PA      | $8433253.50   | 0.31%             | 2055-01-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31371HB72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        405 | PA      | $419.57       | 0.00%             | 2028-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31371HYB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        958 | PA      | $980.23       | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31371MCF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28040 | PA      | $28930.48     | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 20 Year                                                                                     | CUSIP: 31371NSV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        405 | PA      | $405.76       | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 20 Year                                                                                     | CUSIP: 31371NTK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1964 | PA      | $1960.77      | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31379FGY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7660 | PA      | $7943.54      | 0.00%             | 2028-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5052, Class KI                                                                      | CUSIP: 3137F7HN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19247359 | PA      | $3944659.52   | 0.14%             | 2050-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5070, Class HI                                                                      | CUSIP: 3137F9XA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   28976200 | PA      | $5420948.57   | 0.20%             | 2051-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 4988, Class LI                                                                      | CUSIP: 3137FUQK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25548481 | PA      | $5888858.39   | 0.21%             | 2050-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5125, Class IL                                                                      | CUSIP: 3137H1DR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22106705 | PA      | $4660124.31   | 0.17%             | 2047-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5124, Class YI                                                                      | CUSIP: 3137H1JQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14700640 | PA      | $2543538.50   | 0.09%             | 2051-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5147, Class NI                                                                      | CUSIP: 3137H2QY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   66099337 | PA      | $9394652.46   | 0.34%             | 2046-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5164, Class IC                                                                      | CUSIP: 3137H3Q21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22592216 | PA      | $4700617.77   | 0.17%             | 2051-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5187, Class EI                                                                      | CUSIP: 3137H57K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11843493 | PA      | $2723019.09   | 0.10%             | 2052-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5206, Class IV                                                                      | CUSIP: 3137H6PY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   30592534 | PA      | $4991701.13   | 0.18%             | 2050-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5365                                                                                | CUSIP: 3137HB4N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   46673093 | PA      | $7445585.84   | 0.27%             | 2051-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5457                                                                                | CUSIP: 3137HFW50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15440818 | PA      | $3260711.70   | 0.12%             | 2054-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5529, Class EI                                                                      | CUSIP: 3137HKUM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18813393 | PA      | $4147941.23   | 0.15%             | 2051-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31384WGU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        273 | PA      | $283.62       | 0.00%             | 2031-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31385XQ91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10096 | PA      | $10273.27     | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 20 Year                                                                                     | CUSIP: 3138EGP57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7500 | PA      | $7514.80      | 0.00%             | 2029-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31390RM26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4583 | PA      | $4753.42      | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31401XC62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        412 | PA      | $419.96       | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31402QSK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23312 | PA      | $23734.58     | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31402RSN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     187849 | PA      | $190241.19    | 0.01%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31402UYG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7449 | PA      | $7546.00      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31402W2B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13562 | PA      | $13642.16     | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31403DWG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14902 | PA      | $15550.40     | 0.00%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31403J7H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3393 | PA      | $3412.67      | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31403LR60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3952 | PA      | $4032.70      | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31403MMN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10270 | PA      | $10331.47     | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31403MQ77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8873 | PA      | $8991.61      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31403RHW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        955 | PA      | $967.10       | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31404NF27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10070 | PA      | $10155.32     | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31404XW91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15371 | PA      | $15687.73     | 0.00%             | 2034-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31405PNC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      36141 | PA      | $36896.98     | 0.00%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31405RRN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15284 | PA      | $15598.37     | 0.00%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31405WJX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1822 | PA      | $1853.23      | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31406AGW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24417 | PA      | $25068.28     | 0.00%             | 2034-12-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31406DEJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32487 | PA      | $33165.80     | 0.00%             | 2034-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31406XQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8788 | PA      | $8969.30      | 0.00%             | 2035-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31407FKN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5815 | PA      | $5984.63      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31407FN97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13146 | PA      | $13235.88     | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31407J2R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3116 | PA      | $3135.10      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31407PYK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19577 | PA      | $20073.68     | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31407SDL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32705 | PA      | $33387.47     | 0.00%             | 2035-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31407X4T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21261 | PA      | $21799.52     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31407XNP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      37904 | PA      | $39108.93     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31407YAR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21391 | PA      | $22015.63     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31407YDC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10983 | PA      | $11240.13     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31407YEJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20033 | PA      | $20540.74     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31407YH51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20686 | PA      | $21464.06     | 0.00%             | 2035-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31408HB87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     169729 | PA      | $176088.92    | 0.01%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140JADM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5108748 | PA      | $4597376.50   | 0.17%             | 2048-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140W0GE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29816427 | PA      | $27380574.59  | 1.00%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140X9JG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6373621 | PA      | $6101912.51   | 0.22%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   91977236 | PA      | $74002276.15  | 2.69%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31410EYH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      64652 | PA      | $66405.67     | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31410F2S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9786 | PA      | $10212.10     | 0.00%             | 2037-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31410GRK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38695 | PA      | $41145.07     | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31412S5S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      69996 | PA      | $73335.67     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31413YRR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5780 | PA      | $6062.52      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 20 Year                                                                                     | CUSIP: 31416RKA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26189 | PA      | $26300.58     | 0.00%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 20 Year                                                                                     | CUSIP: 31417Y2K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9462 | PA      | $9560.54      | 0.00%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 20 Year                                                                                     | CUSIP: 31417YAZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4767 | PA      | $4783.91      | 0.00%             | 2029-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31417YWA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      93600 | PA      | $92861.59     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 20 Year                                                                                     | CUSIP: 31417YXW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1390 | PA      | $1397.59      | 0.00%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 20 Year                                                                                     | CUSIP: 31417YZQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4309 | PA      | $4353.17      | 0.00%             | 2031-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 15 Year                                                                                     | CUSIP: 31418AGK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10989 | PA      | $10886.58     | 0.00%             | 2027-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31418D3Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7708561 | PA      | $6785662.50   | 0.25%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20426406 | PA      | $20235354.48  | 0.74%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31418EVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16693055 | PA      | $17133414.76  | 0.62%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                     | FedEx Corp.                                                                                       | CUSIP: 31428XDU7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $909258.26    | 0.03%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | Fifth Third Bancorp                                                                               | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $7538047.23   | 0.27%             | 2032-01-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                                     | FIGRE Trust, Series 2025-HE5, Class A                                                             | CUSIP: 31684MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1390593 | PA      | $1390081.48   | 0.05%             | 2055-08-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                                     | FIGRE Trust, Series 2025-HE4, Class A                                                             | CUSIP: 31684PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4634844 | PA      | $4649144.43   | 0.17%             | 2055-07-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                                     | FIGRE Trust, Series 2025-FL1, Class A1                                                            | CUSIP: 31684QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1917296 | PA      | $1917539.45   | 0.07%             | 2055-07-25      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                                     | FIGRE Trust, Series 2025-FL2, Class A1                                                            | CUSIP: 31684TAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1620604 | PA      | $1612232.12   | 0.06%             | 2055-11-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                                 | FirstCash, Inc.                                                                                   | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3078391.95   | 0.11%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                                                       | Flex Ltd.                                                                                         | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    7100000 | PA      | $7105267.77   | 0.26%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp.                                     | State Board of Administration Finance Corp., Series 2024 A                                        | CUSIP: 341271AH7<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    2540000 | PA      | $2656663.72   | 0.10%             | 2034-07-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                                   | Fortress Intermediate 3, Inc.                                                                     | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2022466.00   | 0.07%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | Foundry JV Holdco LLC                                                                             | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    7400000 | PA      | $7821414.53   | 0.28%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | Foundry JV Holdco LLC                                                                             | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1406271.81   | 0.05%             | 2038-01-25      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | Foundry JV Holdco LLC                                                                             | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1565000 | PA      | $1629603.58   | 0.06%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fox Corp.                                                                       | Fox Corp.                                                                                         | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5908093.90   | 0.22%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust                                                                           | CUSIP: 35564KT58<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-MBS          | CORP              | US        |    1348666 | PA      | $1366039.97   | 0.05%             | 2043-04-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2025-DNA1, Class A1                                               | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |    1750770 | PA      | $1752682.72   | 0.06%             | 2045-01-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2025-DNA3, Class M1                                               | CUSIP: 35564UAR8<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | CORP              | US        |    2655378 | PA      | $2656685.68   | 0.10%             | 2045-09-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                   | Freedom Mortgage Holdings LLC                                                                     | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2028910.00   | 0.07%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| County of Fresno CA                                                             | County of Fresno, Series 2004 A                                                                   | CUSIP: 358266CK8<br>LEI: 549300JJ6NWR5CVGI705 | Long             | DBT              | MUN               | US        |    1710000 | PA      | $1280055.04   | 0.05%             | 2032-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Froneri Lux FinCo SARL                                                          | Froneri Lux FinCo SARL                                                                            | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |     970000 | PA      | $959931.98    | 0.03%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust, Series 2013-GC13, Class AS                                          | CUSIP: 36198EAP0<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |     999559 | PA      | $992292.53    | 0.04%             | 2046-07-10      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36200E3D1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      10503 | PA      | $10526.76     | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36200KMR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4898 | PA      | $4941.62      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36200KXP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2672 | PA      | $2678.71      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36200NTS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2205 | PA      | $2220.79      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36200NYN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      17109 | PA      | $17226.85     | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36201GU45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3464 | PA      | $3510.51      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202C3Y7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        469 | PA      | $490.32       | 0.00%             | 2028-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202D2D2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      23917 | PA      | $24066.92     | 0.00%             | 2033-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202D6E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      25006 | PA      | $25776.91     | 0.00%             | 2034-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DKW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3986 | PA      | $4171.79      | 0.00%             | 2030-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DNY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1241 | PA      | $1298.67      | 0.00%             | 2031-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DQ20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2805 | PA      | $2935.74      | 0.00%             | 2031-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DQB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4492 | PA      | $4701.47      | 0.00%             | 2031-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DST9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3810 | PA      | $3894.77      | 0.00%             | 2032-04-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DZF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      22113 | PA      | $22513.03     | 0.00%             | 2033-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202EBF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      28178 | PA      | $29510.14     | 0.00%             | 2034-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36202TP26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      10218 | PA      | $10591.16     | 0.00%             | 2036-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36202U5B5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7945 | PA      | $7961.15      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36207RJB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         56 | PA      | $56.45        | 0.00%             | 2027-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36213WJ56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      37358 | PA      | $37520.51     | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust, Series 2016-GS3, Class A3                                           | CUSIP: 36251PAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4989001 | PA      | $4973861.65   | 0.18%             | 2049-10-10      | Fixed         | 2.59%                 | 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        |     412771 | PA      | $412159.25    | 0.02%             | 2049-05-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust, Series 2014-GC24, Class B                                           | CUSIP: 36253GAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1378580 | PA      | $1334969.12   | 0.05%             | 2047-09-10      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                             | GS Mortgage-Backed Securities Trust, Series 2025-HE1, Class A1                                    | CUSIP: 36272NAA2<br>LEI: 254900RIVK2GCJ08H839 | Long             | ABS-MBS          | CORP              | US        |    3091097 | PA      | $3101102.19   | 0.11%             | 2055-10-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                             | GS Mortgage-Backed Securities Trust, Series 2025-PJ8, Class A27                                   | CUSIP: 36272XBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     719423 | PA      | $721375.82    | 0.03%             | 2056-02-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                             | GS Mortgage-Backed Securities Trust, Series 2025-CES2, Class A1                                   | CUSIP: 36273BAA7<br>LEI: 254900U0V0TUGIF39T29 | Long             | ABS-O            | CORP              | US        |    2102907 | PA      | $2099131.46   | 0.08%             | 2055-09-25      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36290TUG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5272 | PA      | $5522.88      | 0.00%             | 2036-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36291J2D1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      21446 | PA      | $21562.25     | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36291LXE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1241 | PA      | $1242.27      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36291PY34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      19889 | PA      | $20005.64     | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                              | General Motors Financial Co., Inc.                                                                | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1265000 | PA      | $1265078.16   | 0.05%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                              | General Motors Financial Co., Inc.                                                                | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     815000 | PA      | $808487.83    | 0.03%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Genmab A/S / Genmab Finance LLC                                                 | Genmab A/S / Genmab Finance LLC                                                                   | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    2230000 | PA      | $2289819.75   | 0.08%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Georgia Higher Education Facilities Authority                                   | Georgia Higher Education Facilities Authority, Series 2026 A                                      | CUSIP: 373511KQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     615000 | PA      | $614960.64    | 0.02%             | 2040-01-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Wrangler Holdco Corp.                                                           | Wrangler Holdco Corp.                                                                             | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2581020.00   | 0.09%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | Glencore Funding LLC                                                                              | CUSIP: 378272CE6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    2165000 | PA      | $2181030.98   | 0.08%             | 2036-04-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Global Net Lease, Inc. / Global Net Lease Operating Partnership LP              | Global Net Lease, Inc. / Global Net Lease Operating Partnership LP                                | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2934214.50   | 0.11%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                              | GM Financial Consumer Automobile Receivables Trust, Series 2026-2, Class A3                       | CUSIP: 380143AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6067000 | PA      | $6065334.00   | 0.22%             | 2031-08-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                 | Goldman Sachs Group, Inc. (The)                                                                   | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    9800000 | PA      | $9964461.25   | 0.36%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                 | Goldman Sachs Group, Inc. (The)                                                                   | CUSIP: 38141GF25<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     895000 | PA      | $893149.48    | 0.03%             | 2034-04-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                 | Goldman Sachs Group, Inc. (The)                                                                   | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $5757005.41   | 0.21%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                 | Goldman Sachs Group, Inc. (The)                                                                   | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2965604.76   | 0.11%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                 | Goldman Sachs Group, Inc. (The)                                                                   | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3399695.84   | 0.12%             | 2027-06-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                 | Goldman Sachs Group, Inc. (The)                                                                   | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1035000 | PA      | $1012236.68   | 0.04%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2019-137, Class PI                                                                   | CUSIP: 38382AYC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   28937421 | PA      | $5633004.62   | 0.21%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2020-151, Class MI                                                                   | CUSIP: 38382J3Q7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   27935517 | PA      | $4160824.79   | 0.15%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2025-173, Class DI                                                                   | CUSIP: 38383BZX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   25450062 | PA      | $4414440.46   | 0.16%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2022-78                                                                              | CUSIP: 38383P6D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   23102220 | PA      | $3864876.71   | 0.14%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2023-40, Class CI                                                                    | CUSIP: 38383WRL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20843062 | PA      | $2073949.32   | 0.08%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2023-168, Class IE                                                                   | CUSIP: 38384D8K6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   33531376 | PA      | $5457767.88   | 0.20%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2023-171                                                                             | CUSIP: 38384FDR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14852389 | PA      | $2434700.09   | 0.09%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2024-79, Class IN                                                                    | CUSIP: 38384PEJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   22190257 | PA      | $4687618.50   | 0.17%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2025-5                                                                               | CUSIP: 38385CUZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   26434098 | PA      | $4984426.82   | 0.18%             | 2051-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2025-25, Class IG                                                                    | CUSIP: 38385DLZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10921180 | PA      | $2182066.97   | 0.08%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2025-169, Class FB                                                                   | CUSIP: 38385HKZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5898651 | PA      | $5938680.02   | 0.22%             | 2055-10-20      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Grand Canyon University                                                         | Grand Canyon University                                                                           | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1688571.33   | 0.06%             | 2028-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO II Ltd.                                                            | Greywolf CLO II Ltd., Series 2013-1A, Class A1SR                                                  | CUSIP: 398079AW3<br>LEI: 549300DX0ZYWEZ6TY764 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001665.21   | 0.04%             | 2034-04-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                           | Guatemala Government Bond                                                                         | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     710000 | PA      | $775124.75    | 0.03%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                                                     | HOMES Trust, Series 2024-NQM1, Class A1                                                           | CUSIP: 40390TAA8<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |     563192 | PA      | $567048.11    | 0.02%             | 2069-07-25      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                       | HCA, Inc.                                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   11900000 | PA      | $11316893.93  | 0.41%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                       | HCA, Inc.                                                                                         | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1351722.69   | 0.05%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                               | HSBC Holdings plc                                                                                 | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    8300000 | PA      | $7689338.62   | 0.28%             | 2031-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                               | HSBC Holdings plc                                                                                 | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    5850000 | PA      | $5898578.40   | 0.21%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | Hess Midstream Operations LP                                                                      | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2767824.00   | 0.10%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                  | Hewlett Packard Enterprise Co.                                                                    | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4475447.46   | 0.16%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co.                                       | Hilcorp Energy I LP / Hilcorp Finance Co.                                                         | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     910000 | PA      | $904616.08    | 0.03%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd.                                                                    | Home Re Ltd., Series 2026-1, Class M1C                                                            | CUSIP: 436956AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     978000 | PA      | $984890.21    | 0.04%             | 2036-01-25      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                                                  | Home Partners of America Trust, Series 2021-3, Class B                                            | CUSIP: 43730XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4265909 | PA      | $3998348.95   | 0.15%             | 2041-01-17      | Fixed         | 2.65%                 | No            |                  2 | 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        |   11867096 | PA      | $11678565.98  | 0.43%             | 2026-12-17      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace, Inc.                                                       | Honeywell Aerospace, Inc.                                                                         | CUSIP: 43849RAF2<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $997586.45    | 0.04%             | 2033-03-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace, Inc.                                                       | Honeywell Aerospace, Inc.                                                                         | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    2020000 | PA      | $1997843.21   | 0.07%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace, Inc.                                                       | Honeywell Aerospace, Inc.                                                                         | CUSIP: 43849RAJ4<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1131874.62   | 0.04%             | 2056-03-16      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace, Inc.                                                       | Honeywell Aerospace, Inc.                                                                         | CUSIP: 43849RAK1<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     770000 | PA      | $758493.85    | 0.03%             | 2066-03-16      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                                          | Howmet Aerospace, Inc.                                                                            | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2118620.49   | 0.08%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                                          | Howmet Aerospace, Inc.                                                                            | CUSIP: 443201AH1<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2186553.56   | 0.08%             | 2036-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                                     | Huntington Bancshares, Inc.                                                                       | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $7473183.67   | 0.27%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | Hyundai Capital America                                                                           | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1323679.45   | 0.05%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | Hyundai Capital America                                                                           | CUSIP: 44891ADH7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5952364.02   | 0.22%             | 2031-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                        | Icon Investments Six DAC                                                                          | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |     765000 | PA      | $779639.28    | 0.03%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                        | Icon Investments Six DAC                                                                          | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |     460000 | PA      | $470294.34    | 0.02%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                               | State of Illinois, Series 2026 A                                                                  | CUSIP: 452153PY9<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    2390000 | PA      | $2417780.17   | 0.09%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | 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        |    1669896 | PA      | $1673081.79   | 0.06%             | 2068-02-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                     | Crescent Energy Finance LLC                                                                       | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     750000 | PA      | $768006.00    | 0.03%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                     | Crescent Energy Finance LLC                                                                       | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    1865000 | PA      | $1973291.23   | 0.07%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Industrial F&B Investments III, Inc.                                            | Industrial F&B Investments III, Inc.                                                              | CUSIP: 456142AA6<br>LEI: 254900VSX7CEW7CNTO51 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1087186.37   | 0.04%             | 2033-02-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Franklin Institutional U.S. Government Money Market Fund                        | Franklin Institutional U.S. Government Money Market Fund                                          | CUSIP: 457756500<br>LEI: 549300M4TP89K77LG374 | Long             | STIV             | RF                | US        |  238620683 | NS      | $238620682.61 | 8.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4578615.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1525 | PA      | $0.00         | 0.00%             | 2033-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Intel Corp.                                                                     | Intel Corp.                                                                                       | CUSIP: 458140CS7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1310206 | PA      | $1305208.46   | 0.05%             | 2036-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                     | Intel Corp.                                                                                       | CUSIP: 458140CU2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     806577 | PA      | $801128.81    | 0.03%             | 2056-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4583983.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3383 | PA      | $0.00         | 0.00%             | 2033-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4585288.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13554 | PA      | $0.18         | 0.00%             | 2033-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4587010.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1755 | PA      | $0.09         | 0.00%             | 2033-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4588245.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3204 | PA      | $0.00         | 0.00%             | 2033-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4589702.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3489 | PA      | $0.07         | 0.00%             | 2033-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4590358.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        226 | PA      | $0.00         | 0.00%             | 2033-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4598182.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1281 | PA      | $0.02         | 0.00%             | 2033-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4602285.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      31712 | PA      | $0.00         | 0.00%             | 2033-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4604615.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13726 | PA      | $0.07         | 0.00%             | 2033-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4604886.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2273 | PA      | $0.00         | 0.00%             | 2033-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4606179.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10364 | PA      | $0.21         | 0.00%             | 2033-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4606335.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2103 | PA      | $0.00         | 0.00%             | 2033-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4606464.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12284 | PA      | $0.88         | 0.00%             | 2033-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4609551.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5454 | PA      | $0.11         | 0.00%             | 2033-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4610443.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10147 | PA      | $0.44         | 0.00%             | 2033-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4612920.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2172 | PA      | $0.00         | 0.00%             | 2033-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4622639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3183 | PA      | $0.10         | 0.00%             | 2033-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4624869.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1488 | PA      | $0.03         | 0.00%             | 2033-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4626298.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10268 | PA      | $0.00         | 0.00%             | 2033-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4626514.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2949 | PA      | $0.49         | 0.00%             | 2033-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| IQVIA, Inc.                                                                     | IQVIA, Inc.                                                                                       | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3058938.00   | 0.11%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4627586.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4624 | PA      | $0.00         | 0.00%             | 2033-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Iron Mountain, Inc.                                                             | Iron Mountain, Inc.                                                                               | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2760860.70   | 0.10%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4629149.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6425 | PA      | $0.00         | 0.00%             | 2033-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4632596.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        848 | PA      | $0.01         | 0.00%             | 2033-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4635753.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11156 | PA      | $0.00         | 0.00%             | 2033-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4642502.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        662 | PA      | $0.00         | 0.00%             | 2033-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Iskandar Enterprise LLC                                                         | Iskandar Enterprise LLC, Series 2026-1A, Class A21                                                | CUSIP: 464338AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10262000 | PA      | $10285729.85  | 0.37%             | 2056-04-17      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4643970.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2081 | PA      | $0.00         | 0.00%             | 2033-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4656958.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3103 | PA      | $0.00         | 0.00%             | 2033-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4657373.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3122 | PA      | $0.00         | 0.00%             | 2033-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                          | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2016-JP2, Class AS                 | CUSIP: 46590MAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2684000 | PA      | $2642959.76   | 0.10%             | 2049-08-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                          | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2016-JP3, Class AS                 | CUSIP: 46590RAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3990000 | PA      | $3869651.63   | 0.14%             | 2049-08-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                          | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2016-JP3, Class B                  | CUSIP: 46590RAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1368000 | PA      | $1278054.00   | 0.05%             | 2049-08-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| JBS NV / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co. Holdings         | JBS NV / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co. Holdings                           | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    1500000 | PA      | $1441584.30   | 0.05%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS NV / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co. Holdings         | JBS NV / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co. Holdings                           | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    3500000 | PA      | $3240828.71   | 0.12%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JBS NV / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co. Holdings         | JBS NV / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co. Holdings                           | CUSIP: 46590XBA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     595000 | PA      | $594283.03    | 0.02%             | 2037-03-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JBS NV / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co. Holdings         | JBS NV / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co. Holdings                           | CUSIP: 46590XBC9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     580000 | PA      | $571114.40    | 0.02%             | 2057-05-10      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                                 | JH North America Holdings, Inc.                                                                   | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     475000 | PA      | $475151.62    | 0.02%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                      | J.P. Morgan Mortgage Trust, Series 2025-CES2, Class A1                                            | CUSIP: 46595TAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2789998 | PA      | $2801106.60   | 0.10%             | 2055-06-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4661015.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2307 | PA      | $0.00         | 0.00%             | 2033-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4661890.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2289 | PA      | $0.01         | 0.00%             | 2033-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4662184.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2428 | PA      | $0.29         | 0.00%             | 2033-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4663096.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27120 | PA      | $0.00         | 0.00%             | 2033-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4663916.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24742 | PA      | $0.56         | 0.00%             | 2033-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                      | JPMBB Commercial Mortgage Securities Trust, Series 2014-C19, Class F                              | CUSIP: 46641WAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3098225 | PA      | $3043644.89   | 0.11%             | 2047-04-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                      | JPMCC Commercial Mortgage Securities Trust, Series 2016-C4, Class AS                              | CUSIP: 46646RAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5571000 | PA      | $5360266.90   | 0.20%             | 2049-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPMorgan Chase & Co.                                                                              | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    9400000 | PA      | $8693277.64   | 0.32%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPMorgan Chase & Co.                                                                              | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3000966.65   | 0.11%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPMorgan Chase & Co.                                                                              | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2534809.40   | 0.09%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPMorgan Chase & Co.                                                                              | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1620000 | PA      | $1644284.42   | 0.06%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                      | J.P. Morgan Mortgage Trust, Series 2021-15, Class A4                                              | CUSIP: 46654TAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3110898 | PA      | $2787050.75   | 0.10%             | 2052-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4665676.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4604 | PA      | $0.00         | 0.00%             | 2033-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                      | J.P. Morgan Mortgage Trust, Series 2024-CES1, Class A1A                                           | CUSIP: 46658CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     893964 | PA      | $898465.79    | 0.03%             | 2054-06-25      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                      | J.P. Morgan Mortgage Trust, Series 2025-VIS2, Class A2                                            | CUSIP: 46659RAD9<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    2937729 | PA      | $2943580.39   | 0.11%             | 2055-12-25      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                      | J.P. Morgan Mortgage Trust, Series 2025-HE3, Class A1                                             | CUSIP: 46660CAA5<br>LEI: 529900FDW9QWEZPAFE21 | Long             | ABS-O            | CORP              | US        |    1594376 | PA      | $1600596.05   | 0.06%             | 2056-03-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4675799.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3282 | PA      | $0.05         | 0.00%             | 2033-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4677893.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2173 | PA      | $0.00         | 0.00%             | 2033-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4691756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7269 | PA      | $0.00         | 0.00%             | 2033-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4692191.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9113 | PA      | $0.32         | 0.00%             | 2033-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4692982.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        430 | PA      | $0.00         | 0.00%             | 2033-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4693423.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7036 | PA      | $0.36         | 0.00%             | 2033-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4693941.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8872 | PA      | $0.02         | 0.00%             | 2033-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4701939.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1446 | PA      | $0.00         | 0.00%             | 2033-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4706450.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6009 | PA      | $0.00         | 0.00%             | 2033-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4706808.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4870 | PA      | $0.00         | 0.00%             | 2033-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4707248.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        641 | PA      | $0.02         | 0.00%             | 2033-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Jane Street Group / JSG Finance, Inc.                                           | Jane Street Group / JSG Finance, Inc.                                                             | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3620978.57   | 0.13%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4711828.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3618 | PA      | $0.00         | 0.00%             | 2033-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4714060.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1082 | PA      | $0.00         | 0.00%             | 2033-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4714469.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        828 | PA      | $0.00         | 0.00%             | 2033-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                  | Jefferson Capital Holdings LLC                                                                    | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3141123.00   | 0.11%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4738688.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        840 | PA      | $0.00         | 0.00%             | 2033-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4747188.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        553 | PA      | $0.04         | 0.00%             | 2033-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4750103.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8831 | PA      | $0.00         | 0.00%             | 2033-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4750803.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3382 | PA      | $0.00         | 0.00%             | 2033-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4764584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        523 | PA      | $0.00         | 0.00%             | 2033-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4773604.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9605 | PA      | $0.24         | 0.00%             | 2033-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4774144.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1718 | PA      | $0.00         | 0.00%             | 2033-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JobsOhio Beverage System                                                        | JobsOhio Beverage System, Series 2020 A                                                           | CUSIP: 47770VCT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1575000 | PA      | $1316401.38   | 0.05%             | 2038-01-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4777853.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1347 | PA      | $0.12         | 0.00%             | 2033-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4779678.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        899 | PA      | $0.33         | 0.00%             | 2033-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4796651.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3524 | PA      | $0.00         | 0.00%             | 2033-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4807880.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19691 | PA      | $1.69         | 0.00%             | 2033-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4808500.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7711 | PA      | $0.00         | 0.00%             | 2033-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4815646.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5300 | PA      | $0.00         | 0.00%             | 2033-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDIT                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    9300000 | PA      | $-123303.40   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4820091.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1630 | PA      | $0.09         | 0.00%             | 2033-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4820553.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10164 | PA      | $0.12         | 0.00%             | 2033-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4821904.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        796 | PA      | $0.00         | 0.00%             | 2033-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4830931.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         27 | PA      | $0.00         | 0.00%             | 2033-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4831001.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        847 | PA      | $0.26         | 0.00%             | 2033-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4831110.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        962 | PA      | $0.00         | 0.00%             | 2033-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4831653.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2099 | PA      | $0.00         | 0.00%             | 2033-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4834162.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        208 | PA      | $0.02         | 0.00%             | 2033-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4838333.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        750 | PA      | $0.01         | 0.00%             | 2033-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4839102.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1596 | PA      | $0.12         | 0.00%             | 2033-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4841116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11234 | PA      | $0.19         | 0.00%             | 2033-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4842605.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4000 | PA      | $0.00         | 0.00%             | 2033-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4842631.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5776 | PA      | $0.20         | 0.00%             | 2033-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4848622.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2069 | PA      | $0.00         | 0.00%             | 2033-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4862341.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        522 | PA      | $0.04         | 0.00%             | 2033-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4862443.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7578 | PA      | $0.13         | 0.00%             | 2033-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4862938.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        691 | PA      | $0.09         | 0.00%             | 2033-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4862998.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1027 | PA      | $0.01         | 0.00%             | 2033-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4863062.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3882 | PA      | $0.00         | 0.00%             | 2033-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4863238.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2993 | PA      | $0.18         | 0.00%             | 2033-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4863412.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11561 | PA      | $0.00         | 0.00%             | 2033-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4867257.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        607 | PA      | $0.00         | 0.00%             | 2033-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4867843.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        493 | PA      | $0.00         | 0.00%             | 2033-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4868757.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3219 | PA      | $0.46         | 0.00%             | 2033-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4869815.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7257 | PA      | $0.13         | 0.00%             | 2033-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4871837.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1490 | PA      | $0.00         | 0.00%             | 2033-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4872072.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4085 | PA      | $0.15         | 0.00%             | 2033-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4873297.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        113 | PA      | $0.00         | 0.00%             | 2033-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4873313.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1287 | PA      | $0.05         | 0.00%             | 2033-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4873405.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5886 | PA      | $0.00         | 0.00%             | 2033-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4874157.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3873 | PA      | $0.16         | 0.00%             | 2033-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4874535.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        977 | PA      | $0.08         | 0.00%             | 2033-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4874845.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3811 | PA      | $0.00         | 0.00%             | 2033-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4875940.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7944 | PA      | $0.78         | 0.00%             | 2033-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4877067.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1174 | PA      | $0.00         | 0.00%             | 2033-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4877254.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1462 | PA      | $0.00         | 0.00%             | 2033-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4877394.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4239 | PA      | $0.00         | 0.00%             | 2033-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4877534.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1841 | PA      | $0.10         | 0.00%             | 2033-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4878103.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        627 | PA      | $0.02         | 0.00%             | 2033-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4878787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4067 | PA      | $0.12         | 0.00%             | 2033-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4879124.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4098 | PA      | $0.04         | 0.00%             | 2033-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4879371.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        536 | PA      | $0.00         | 0.00%             | 2033-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4879728.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2694 | PA      | $0.00         | 0.00%             | 2033-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4879828.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1403 | PA      | $0.03         | 0.00%             | 2033-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4880273.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      32499 | PA      | $1.04         | 0.00%             | 2033-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4880840.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1128 | PA      | $0.32         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4880881.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        274 | PA      | $0.00         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4881595.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1106 | PA      | $0.00         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4881625.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1074 | PA      | $0.02         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4881632.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5202 | PA      | $0.03         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4881933.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        502 | PA      | $0.00         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4881967.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        358 | PA      | $0.01         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4882127.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      35043 | PA      | $0.00         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4882630.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5042 | PA      | $0.50         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4886903.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2071 | PA      | $0.00         | 0.00%             | 2033-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4886912.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2287 | PA      | $0.00         | 0.00%             | 2033-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4889268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        524 | PA      | $0.00         | 0.00%             | 2033-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4889574.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2517 | PA      | $0.05         | 0.00%             | 2033-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  248789000 | PA      | $1073850.22   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | -248789000 | PA      | $-433691.91   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | -248789000 | PA      | $-667713.52   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4893066.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3265 | PA      | $0.00         | 0.00%             | 2033-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4894101.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12955 | PA      | $1.33         | 0.00%             | 2033-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4896547.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4712 | PA      | $0.00         | 0.00%             | 2033-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4898852.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2213 | PA      | $0.00         | 0.00%             | 2033-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4899151.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3147 | PA      | $0.00         | 0.00%             | 2033-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4907364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1372 | PA      | $0.00         | 0.00%             | 2033-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4908064.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16814 | PA      | $0.78         | 0.00%             | 2033-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4916400.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        955 | PA      | $0.07         | 0.00%             | 2033-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4916673.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9163 | PA      | $0.00         | 0.00%             | 2033-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   25374000 | PA      | $374490.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  -76122000 | PA      | $-509879.58   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOP                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   50748000 | PA      | $145602.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4922562.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6112 | PA      | $0.07         | 0.00%             | 2033-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4923493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        134 | PA      | $0.02         | 0.00%             | 2033-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4925329.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1389 | PA      | $0.00         | 0.00%             | 2033-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Keurig Dr. Pepper, Inc.                                                         | Keurig Dr. Pepper, Inc.                                                                           | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1327409.86   | 0.05%             | 2034-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Kedrion SpA                                                                     | Kedrion SpA                                                                                       | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |    2000000 | PA      | $1959971.70   | 0.07%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4928876.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        514 | PA      | $0.00         | 0.00%             | 2033-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4931020.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10152 | PA      | $0.00         | 0.00%             | 2033-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4935511.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        450 | PA      | $0.00         | 0.00%             | 2033-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4941224.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4401 | PA      | $0.00         | 0.00%             | 2033-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Kinetik Holdings LP                                                             | Kinetik Holdings LP                                                                               | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3011799.00   | 0.11%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4947272.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1224 | PA      | $0.00         | 0.00%             | 2033-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4954105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2531 | PA      | $0.00         | 0.00%             | 2033-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4961597.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6826 | PA      | $0.00         | 0.00%             | 2033-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4964338.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1028 | PA      | $0.00         | 0.00%             | 2033-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4975322.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1106 | PA      | $0.03         | 0.00%             | 2033-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4976561.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2306 | PA      | $0.04         | 0.00%             | 2033-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4977248.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23393 | PA      | $0.52         | 0.00%             | 2033-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4978982.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8763 | PA      | $1.36         | 0.00%             | 2033-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4979694.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7423 | PA      | $0.09         | 0.00%             | 2033-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4980976.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3062 | PA      | $0.05         | 0.00%             | 2033-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4981159.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3017 | PA      | $0.04         | 0.00%             | 2033-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4983108.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        419 | PA      | $0.03         | 0.00%             | 2033-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4989442.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        717 | PA      | $0.00         | 0.00%             | 2033-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4990668.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1655 | PA      | $0.02         | 0.00%             | 2033-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4995431.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6247 | PA      | $0.00         | 0.00%             | 2033-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Kodiak Gas Services LLC                                                         | Kodiak Gas Services LLC                                                                           | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    1185000 | PA      | $1194125.57   | 0.04%             | 2031-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5004424.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1829 | PA      | $0.00         | 0.00%             | 2033-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Kraft Heinz Foods Co.                                                           | Kraft Heinz Foods Co.                                                                             | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    3175000 | PA      | $2808817.73   | 0.10%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5016072.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5014 | PA      | $0.07         | 0.00%             | 2033-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LCM 34 Ltd.                                                                     | LCM 34 Ltd., Series 34A, Class A1R                                                                | CUSIP: 50203CAL7<br>LEI: 54930038DJKYPKSVRB29 | Long             | ABS-CBDO         | CORP              | KY        |   10900000 | PA      | $10905295.17  | 0.40%             | 2034-10-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                            | LHOME Mortgage Trust, Series 2025-RTL2, Class A1                                                  | CUSIP: 50206RAA5<br>LEI: 529900COAFD3IY51O355 | Long             | ABS-MBS          | CORP              | US        |     897000 | PA      | $901551.74    | 0.03%             | 2040-04-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Fashion Show Mall LLC                                                           | Fashion Show Mall LLC, Series 2024-SHOW, Class A                                                  | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2962000 | PA      | $2986491.59   | 0.11%             | 2041-10-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5025752.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6406 | PA      | $0.13         | 0.00%             | 2033-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5025882.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1669 | PA      | $0.06         | 0.00%             | 2033-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5027373.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8844 | PA      | $0.12         | 0.00%             | 2033-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5030831.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5213 | PA      | $0.13         | 0.00%             | 2033-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5031471.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5258 | PA      | $0.00         | 0.00%             | 2033-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5033148.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        471 | PA      | $0.04         | 0.00%             | 2033-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5035669.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3399 | PA      | $0.00         | 0.00%             | 2033-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5044258.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8147 | PA      | $1.54         | 0.00%             | 2033-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5044794.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5731 | PA      | $0.00         | 0.00%             | 2033-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5045662.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2040 | PA      | $0.00         | 0.00%             | 2033-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5047314.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        460 | PA      | $0.02         | 0.00%             | 2033-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5047321.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5110 | PA      | $0.00         | 0.00%             | 2033-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5059326.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13048 | PA      | $0.29         | 0.00%             | 2033-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5062340.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2074 | PA      | $0.00         | 0.00%             | 2033-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5062512.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3648 | PA      | $0.00         | 0.00%             | 2033-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5065404.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2639 | PA      | $0.00         | 0.00%             | 2033-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5067242.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5352 | PA      | $0.17         | 0.00%             | 2033-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5067403.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2045 | PA      | $0.05         | 0.00%             | 2033-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5071139.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2742 | PA      | $1.36         | 0.00%             | 2033-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5072967.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        542 | PA      | $0.00         | 0.00%             | 2033-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5074442.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1909 | PA      | $0.00         | 0.00%             | 2033-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5075119.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1106 | PA      | $0.08         | 0.00%             | 2033-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5077583.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3691 | PA      | $0.05         | 0.00%             | 2033-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5081612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1324 | PA      | $0.08         | 0.00%             | 2033-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5084934.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      33928 | PA      | $0.06         | 0.00%             | 2033-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5085858.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        884 | PA      | $0.00         | 0.00%             | 2033-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5090272.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4187 | PA      | $0.00         | 0.00%             | 2033-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5093863.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9864 | PA      | $0.33         | 0.00%             | 2033-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5094427.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2121 | PA      | $0.04         | 0.00%             | 2033-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5095917.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17638 | PA      | $0.16         | 0.00%             | 2033-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5096674.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13763 | PA      | $0.49         | 0.00%             | 2033-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5098275.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6026 | PA      | $0.00         | 0.00%             | 2033-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5100485.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4264 | PA      | $0.00         | 0.00%             | 2033-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5106538.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11727 | PA      | $0.00         | 0.00%             | 2033-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5107353.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1383 | PA      | $0.00         | 0.00%             | 2033-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5109145.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1195 | PA      | $0.05         | 0.00%             | 2033-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5111024.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        670 | PA      | $0.15         | 0.00%             | 2033-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5112445.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        344 | PA      | $0.11         | 0.00%             | 2033-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5112955.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4811 | PA      | $0.00         | 0.00%             | 2033-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5113266.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1765 | PA      | $0.00         | 0.00%             | 2033-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5114206.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        572 | PA      | $0.00         | 0.00%             | 2033-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5119131.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1885 | PA      | $0.05         | 0.00%             | 2033-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5119221.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2448 | PA      | $0.15         | 0.00%             | 2033-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5124518.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11686 | PA      | $0.00         | 0.00%             | 2033-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5126438.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22782 | PA      | $0.79         | 0.00%             | 2033-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5128413.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1332 | PA      | $0.00         | 0.00%             | 2033-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5131669.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22967 | PA      | $0.22         | 0.00%             | 2033-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5132006.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        790 | PA      | $0.00         | 0.00%             | 2033-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5138072.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4185 | PA      | $0.00         | 0.00%             | 2033-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5141482.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2827 | PA      | $0.00         | 0.00%             | 2033-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5142028.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        612 | PA      | $0.00         | 0.00%             | 2033-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5142049.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        537 | PA      | $0.00         | 0.00%             | 2033-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5149269.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        941 | PA      | $0.00         | 0.00%             | 2033-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5153369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12680 | PA      | $0.00         | 0.00%             | 2033-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5153956.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2956 | PA      | $0.00         | 0.00%             | 2033-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5154314.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2780 | PA      | $0.00         | 0.00%             | 2033-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5154612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1314 | PA      | $0.02         | 0.00%             | 2033-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5157152.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4186 | PA      | $0.00         | 0.00%             | 2033-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5157821.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4950 | PA      | $0.00         | 0.00%             | 2033-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5159643.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1281 | PA      | $0.03         | 0.00%             | 2033-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5162509.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      55221 | PA      | $0.00         | 0.00%             | 2033-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5163000.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6619 | PA      | $0.00         | 0.00%             | 2033-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5165754.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1218 | PA      | $0.00         | 0.00%             | 2033-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5168750.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2545 | PA      | $0.00         | 0.00%             | 2033-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5170843.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14553 | PA      | $0.08         | 0.00%             | 2033-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5171656.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        875 | PA      | $0.00         | 0.00%             | 2033-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5172517.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3231 | PA      | $0.01         | 0.00%             | 2033-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5173148.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        670 | PA      | $0.00         | 0.00%             | 2033-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5175259.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         30 | PA      | $0.00         | 0.00%             | 2033-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5175826.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3657 | PA      | $0.00         | 0.00%             | 2033-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5176617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        935 | PA      | $0.06         | 0.00%             | 2033-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5176935.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        489 | PA      | $0.00         | 0.00%             | 2033-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5177078.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        260 | PA      | $0.16         | 0.00%             | 2033-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5184366.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3564 | PA      | $0.20         | 0.00%             | 2033-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5189604.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4636 | PA      | $0.11         | 0.00%             | 2033-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5203735.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6108 | PA      | $0.10         | 0.00%             | 2033-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5210519.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11522 | PA      | $0.14         | 0.00%             | 2033-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5223636.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2509 | PA      | $0.05         | 0.00%             | 2033-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5230330.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1320 | PA      | $0.00         | 0.00%             | 2033-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5230601.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5805 | PA      | $0.09         | 0.00%             | 2033-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5234006.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25481 | PA      | $1.26         | 0.00%             | 2033-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5238828.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19166 | PA      | $0.00         | 0.00%             | 2033-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5240481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1280 | PA      | $0.23         | 0.00%             | 2033-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5240546.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1371 | PA      | $0.01         | 0.00%             | 2033-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5240561.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        993 | PA      | $0.00         | 0.00%             | 2033-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5240923.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7658 | PA      | $0.00         | 0.00%             | 2033-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5245023.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1235 | PA      | $0.00         | 0.00%             | 2033-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Leeward Renewable Energy Operations LLC                                         | Leeward Renewable Energy Operations LLC                                                           | CUSIP: 524590AA4<br>LEI: 254900EVJU1A57NUX379 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2201766.77   | 0.08%             | 2029-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5251953.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1860 | PA      | $0.09         | 0.00%             | 2033-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5252966.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2234 | PA      | $0.00         | 0.00%             | 2033-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5256925.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12494 | PA      | $0.00         | 0.00%             | 2033-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5267196.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2396 | PA      | $0.12         | 0.00%             | 2033-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5267302.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        212 | PA      | $0.03         | 0.00%             | 2033-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5270825.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4533 | PA      | $0.00         | 0.00%             | 2033-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5273714.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2002 | PA      | $0.00         | 0.00%             | 2033-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5276774.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3264 | PA      | $0.06         | 0.00%             | 2033-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5280986.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1327 | PA      | $0.00         | 0.00%             | 2033-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5284007.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1049 | PA      | $0.16         | 0.00%             | 2033-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5287039.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8749 | PA      | $0.00         | 0.00%             | 2033-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5288567.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        487 | PA      | $0.00         | 0.00%             | 2033-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5289917.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        702 | PA      | $0.00         | 0.00%             | 2033-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5292026.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5106 | PA      | $0.00         | 0.00%             | 2033-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5293907.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2714 | PA      | $0.25         | 0.00%             | 2033-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5293955.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5278 | PA      | $0.20         | 0.00%             | 2033-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5295255.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1890 | PA      | $0.51         | 0.00%             | 2033-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5296246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1628 | PA      | $0.00         | 0.00%             | 2033-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5300323.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1387 | PA      | $0.10         | 0.00%             | 2033-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5312373.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        721 | PA      | $0.00         | 0.00%             | 2033-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5317481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        593 | PA      | $0.00         | 0.00%             | 2033-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5319057.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2284 | PA      | $0.00         | 0.00%             | 2033-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5325009.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6356 | PA      | $0.00         | 0.00%             | 2033-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5325109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3741 | PA      | $0.10         | 0.00%             | 2033-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5325953.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26736 | PA      | $1.22         | 0.00%             | 2033-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5331997.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1138 | PA      | $0.03         | 0.00%             | 2033-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5332017.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3457 | PA      | $0.00         | 0.00%             | 2033-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5332382.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1453 | PA      | $0.01         | 0.00%             | 2033-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5333523.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        620 | PA      | $0.00         | 0.00%             | 2033-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5333772.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        967 | PA      | $0.00         | 0.00%             | 2033-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5334010.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        435 | PA      | $0.04         | 0.00%             | 2033-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5334017.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        710 | PA      | $0.00         | 0.00%             | 2033-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5334919.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1216 | PA      | $0.02         | 0.00%             | 2033-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5336258.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4115 | PA      | $0.00         | 0.00%             | 2033-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5337318.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1470 | PA      | $0.00         | 0.00%             | 2033-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5364900.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1391 | PA      | $0.00         | 0.00%             | 2033-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5365379.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        768 | PA      | $0.12         | 0.00%             | 2033-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5369148.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        969 | PA      | $0.08         | 0.00%             | 2033-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5377413.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        944 | PA      | $0.00         | 0.00%             | 2033-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5377620.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13408 | PA      | $1.50         | 0.00%             | 2033-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5378585.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        392 | PA      | $0.00         | 0.00%             | 2033-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5393796.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          8 | PA      | $0.00         | 0.00%             | 2033-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5397535.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5543 | PA      | $0.00         | 0.00%             | 2033-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5408127.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1021 | PA      | $0.17         | 0.00%             | 2033-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5411388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        563 | PA      | $0.01         | 0.00%             | 2033-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5412734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8127 | PA      | $0.00         | 0.00%             | 2033-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5413423.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2550 | PA      | $0.00         | 0.00%             | 2033-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5447961.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        697 | PA      | $0.00         | 0.00%             | 2033-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5472760.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3648 | PA      | $0.00         | 0.00%             | 2033-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5475686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2736 | PA      | $0.05         | 0.00%             | 2033-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5479438.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        631 | PA      | $0.00         | 0.00%             | 2033-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5480752.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3098 | PA      | $0.02         | 0.00%             | 2033-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Aker BP ASA                                                                     | Aker BP ASA                                                                                       | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    8700000 | PA      | $7970892.76   | 0.29%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5505930.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1048 | PA      | $0.06         | 0.00%             | 2033-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5507000.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      38614 | PA      | $0.90         | 0.00%             | 2033-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5515187.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4692 | PA      | $0.00         | 0.00%             | 2033-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5516154.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12489 | PA      | $0.06         | 0.00%             | 2033-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5518310.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        390 | PA      | $0.00         | 0.00%             | 2033-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                    | MPH Acquisition Holdings LLC                                                                      | CUSIP: 553283AF9<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |        332 | PA      | $311.50       | 0.00%             | 2030-12-31      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                                                                                           | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    9100000 | PA      | $9100456.00   | 0.33%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5533995.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        813 | PA      | $0.00         | 0.00%             | 2033-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5534121.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5159 | PA      | $0.00         | 0.00%             | 2033-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5534689.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3849 | PA      | $0.00         | 0.00%             | 2033-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MSCI, Inc.                                                                      | MSCI, Inc.                                                                                        | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   11800000 | PA      | $10345680.68  | 0.38%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5535547.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4404 | PA      | $0.00         | 0.00%             | 2033-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5537728.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2668 | PA      | $0.00         | 0.00%             | 2033-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5537817.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        798 | PA      | $0.02         | 0.00%             | 2033-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5537953.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4030 | PA      | $0.10         | 0.00%             | 2033-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5539948.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1314 | PA      | $0.00         | 0.00%             | 2033-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5541083.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        114 | PA      | $0.00         | 0.00%             | 2033-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5541094.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5085 | PA      | $0.00         | 0.00%             | 2033-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5546515.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2064 | PA      | $0.00         | 0.00%             | 2033-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5547946.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1134 | PA      | $0.05         | 0.00%             | 2033-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5552344.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1674 | PA      | $0.00         | 0.00%             | 2033-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5554641.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      62255 | PA      | $0.02         | 0.00%             | 2033-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5556696.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5553 | PA      | $0.78         | 0.00%             | 2033-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MAD Commercial Mortgage Trust                                                   | MAD Commercial Mortgage Trust, Series 2025-11MD, Class D                                          | CUSIP: 55616AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4951000 | PA      | $5014491.62   | 0.18%             | 2042-10-15      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5562047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3095 | PA      | $0.00         | 0.00%             | 2033-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5563038.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4772 | PA      | $0.03         | 0.00%             | 2033-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5564628.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2787 | PA      | $0.00         | 0.00%             | 2033-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5565992.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2616 | PA      | $0.23         | 0.00%             | 2033-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5568881.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1314 | PA      | $0.08         | 0.00%             | 2033-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5569070.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      29610 | PA      | $0.11         | 0.00%             | 2033-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5572327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        243 | PA      | $0.00         | 0.00%             | 2033-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5573406.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        363 | PA      | $0.00         | 0.00%             | 2033-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5574351.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10696 | PA      | $0.64         | 0.00%             | 2033-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5575886.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        894 | PA      | $0.00         | 0.00%             | 2033-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5585522.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        445 | PA      | $0.00         | 0.00%             | 2033-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5586899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2468 | PA      | $0.00         | 0.00%             | 2033-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588173.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2866 | PA      | $0.00         | 0.00%             | 2033-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588832.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7140 | PA      | $0.37         | 0.00%             | 2033-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5589322.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4040 | PA      | $0.04         | 0.00%             | 2033-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Discovery Global Holdings, Inc.                                                 | Discovery Global Holdings, Inc.                                                                   | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2045043.00   | 0.07%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5594180.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        732 | PA      | $0.03         | 0.00%             | 2033-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5595624.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        789 | PA      | $0.01         | 0.00%             | 2033-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5597497.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1451 | PA      | $0.00         | 0.00%             | 2033-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5599728.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4867 | PA      | $0.00         | 0.00%             | 2033-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5600496.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        371 | PA      | $0.14         | 0.00%             | 2033-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5600526.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1008 | PA      | $0.00         | 0.00%             | 2033-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5600632.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3133 | PA      | $0.04         | 0.00%             | 2033-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5611517.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2001 | PA      | $0.00         | 0.00%             | 2033-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5612507.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11600 | PA      | $0.72         | 0.00%             | 2033-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5614938.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2188 | PA      | $0.00         | 0.00%             | 2034-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5616046.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1631 | PA      | $0.04         | 0.00%             | 2034-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5616216.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5841 | PA      | $1.22         | 0.00%             | 2034-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5618116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8099 | PA      | $0.66         | 0.00%             | 2034-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5618863.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1492 | PA      | $0.00         | 0.00%             | 2034-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5619464.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        646 | PA      | $0.00         | 0.00%             | 2034-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5619959.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2374 | PA      | $0.00         | 0.00%             | 2034-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5620066.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2868 | PA      | $0.00         | 0.00%             | 2034-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5623363.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10990 | PA      | $0.00         | 0.00%             | 2034-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5624299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6091 | PA      | $0.00         | 0.00%             | 2034-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5630151.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        506 | PA      | $0.01         | 0.00%             | 2034-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5647775.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1305 | PA      | $0.08         | 0.00%             | 2034-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5654133.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      32774 | PA      | $0.00         | 0.00%             | 2034-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5655643.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4363 | PA      | $0.10         | 0.00%             | 2034-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5656207.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8733 | PA      | $0.66         | 0.00%             | 2034-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5662691.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        573 | PA      | $0.00         | 0.00%             | 2034-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5663245.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        500 | PA      | $0.09         | 0.00%             | 2034-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5663983.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        461 | PA      | $0.00         | 0.00%             | 2034-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5666806.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13430 | PA      | $0.00         | 0.00%             | 2034-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5671581.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18583 | PA      | $0.05         | 0.00%             | 2034-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5673210.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2838 | PA      | $0.04         | 0.00%             | 2034-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5675130.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        490 | PA      | $0.00         | 0.00%             | 2034-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5689248.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1934 | PA      | $0.00         | 0.00%             | 2034-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5694816.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1074 | PA      | $0.00         | 0.00%             | 2034-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5695450.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26182 | PA      | $1.37         | 0.00%             | 2034-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5696963.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8836 | PA      | $0.00         | 0.00%             | 2034-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5700432.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        929 | PA      | $0.00         | 0.00%             | 2034-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5703401.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1653 | PA      | $0.00         | 0.00%             | 2034-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5703743.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        855 | PA      | $0.00         | 0.00%             | 2034-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5706022.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        194 | PA      | $0.00         | 0.00%             | 2034-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5708392.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9171 | PA      | $0.00         | 0.00%             | 2034-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5708905.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        553 | PA      | $0.00         | 0.00%             | 2034-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5709549.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12160 | PA      | $0.00         | 0.00%             | 2034-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Mars, Inc.                                                                      | Mars, Inc.                                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    8580000 | PA      | $8659536.17   | 0.32%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                    | Marriott International, Inc.                                                                      | CUSIP: 571903BY8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    1640000 | PA      | $1590047.21   | 0.06%             | 2033-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5721102.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1302 | PA      | $0.00         | 0.00%             | 2034-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5728577.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3241 | PA      | $0.00         | 0.00%             | 2034-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5731303.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1418 | PA      | $0.00         | 0.00%             | 2034-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5732624.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11619 | PA      | $0.00         | 0.00%             | 2034-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5735573.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5816 | PA      | $0.50         | 0.00%             | 2034-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5737632.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5796 | PA      | $0.18         | 0.00%             | 2034-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Marvell Technology, Inc.                                                        | Marvell Technology, Inc.                                                                          | CUSIP: 573874AT1<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    3370000 | PA      | $3373139.32   | 0.12%             | 2036-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5741303.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2044 | PA      | $0.00         | 0.00%             | 2034-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5751520.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2991 | PA      | $0.00         | 0.00%             | 2034-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5754310.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1070 | PA      | $0.00         | 0.00%             | 2034-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5756610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4556 | PA      | $0.05         | 0.00%             | 2034-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5757607.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9346 | PA      | $0.00         | 0.00%             | 2034-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5758291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5772 | PA      | $0.00         | 0.00%             | 2034-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5760954.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2824 | PA      | $0.11         | 0.00%             | 2034-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5767488.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1220 | PA      | $0.00         | 0.00%             | 2034-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5773116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3729 | PA      | $0.13         | 0.00%             | 2034-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5777772.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8178 | PA      | $0.14         | 0.00%             | 2034-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5778008.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4729 | PA      | $0.00         | 0.00%             | 2034-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5781951.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4019 | PA      | $0.00         | 0.00%             | 2034-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5784874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3818 | PA      | $0.00         | 0.00%             | 2034-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5792518.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16456 | PA      | $0.00         | 0.00%             | 2034-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5802478.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7637 | PA      | $0.06         | 0.00%             | 2034-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5809201.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        718 | PA      | $0.00         | 0.00%             | 2034-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5810852.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3602 | PA      | $0.12         | 0.00%             | 2034-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5812068.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2493 | PA      | $0.00         | 0.00%             | 2034-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5812645.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2690 | PA      | $0.07         | 0.00%             | 2034-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5813184.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1676 | PA      | $0.04         | 0.00%             | 2034-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5813253.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7311 | PA      | $0.00         | 0.00%             | 2034-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5813462.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1394 | PA      | $0.08         | 0.00%             | 2034-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5814016.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2868 | PA      | $0.28         | 0.00%             | 2034-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5814576.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2223 | PA      | $0.00         | 0.00%             | 2034-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5815447.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1227 | PA      | $0.01         | 0.00%             | 2034-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5816945.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4384 | PA      | $0.00         | 0.00%             | 2034-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5817070.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      30140 | PA      | $0.00         | 0.00%             | 2034-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5823283.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         18 | PA      | $0.12         | 0.00%             | 2034-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5823345.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1884 | PA      | $0.00         | 0.00%             | 2034-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5824742.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3322 | PA      | $0.07         | 0.00%             | 2034-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5825002.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      35998 | PA      | $0.10         | 0.00%             | 2034-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5825354.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4905 | PA      | $0.11         | 0.00%             | 2034-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5827842.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7668 | PA      | $0.21         | 0.00%             | 2034-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5828926.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17907 | PA      | $0.00         | 0.00%             | 2034-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5830440.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2577 | PA      | $0.00         | 0.00%             | 2034-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5832209.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26120 | PA      | $0.00         | 0.00%             | 2034-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5832609.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2194 | PA      | $0.00         | 0.00%             | 2034-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5834294.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        502 | PA      | $0.00         | 0.00%             | 2034-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5834318.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8185 | PA      | $0.11         | 0.00%             | 2034-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5835079.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        683 | PA      | $0.03         | 0.00%             | 2034-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5837211.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2901 | PA      | $0.16         | 0.00%             | 2034-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5837252.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1427 | PA      | $0.00         | 0.00%             | 2034-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5837315.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4547 | PA      | $0.09         | 0.00%             | 2034-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5839815.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        615 | PA      | $0.00         | 0.00%             | 2034-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5840394.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7735 | PA      | $0.19         | 0.00%             | 2034-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5842093.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1240 | PA      | $0.01         | 0.00%             | 2034-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5848551.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1094 | PA      | $0.00         | 0.00%             | 2034-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5851647.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1396 | PA      | $0.03         | 0.00%             | 2034-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5852027.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        497 | PA      | $0.00         | 0.00%             | 2034-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5853740.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2104 | PA      | $0.03         | 0.00%             | 2034-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5854311.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        663 | PA      | $0.24         | 0.00%             | 2034-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6098 | PA      | $0.21         | 0.00%             | 2034-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855911.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2925 | PA      | $0.00         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5857039.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        219 | PA      | $0.02         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5861125.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        619 | PA      | $0.03         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5861134.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14061 | PA      | $1.52         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5862630.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5065 | PA      | $0.25         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5866568.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2638 | PA      | $0.06         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5866864.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2964 | PA      | $0.00         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5873819.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1232 | PA      | $0.06         | 0.00%             | 2034-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5874329.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        422 | PA      | $0.00         | 0.00%             | 2034-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5874482.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        657 | PA      | $0.02         | 0.00%             | 2034-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5877776.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        691 | PA      | $0.00         | 0.00%             | 2034-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5878846.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        356 | PA      | $0.00         | 0.00%             | 2034-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5883334.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1109 | PA      | $0.00         | 0.00%             | 2034-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5884477.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        988 | PA      | $0.00         | 0.00%             | 2034-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5885192.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2394 | PA      | $0.00         | 0.00%             | 2034-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5889080.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        771 | PA      | $0.03         | 0.00%             | 2034-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5889436.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14724 | PA      | $0.00         | 0.00%             | 2034-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5889597.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1085 | PA      | $0.00         | 0.00%             | 2034-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5889875.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         97 | PA      | $0.11         | 0.00%             | 2034-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Merck & Co., Inc.                                                               | Merck & Co., Inc.                                                                                 | CUSIP: 58933YBY0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     740000 | PA      | $733254.57    | 0.03%             | 2032-12-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                               | Merck & Co., Inc.                                                                                 | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1165320.88   | 0.04%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5893541.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4112 | PA      | $0.00         | 0.00%             | 2034-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5893815.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1195 | PA      | $0.03         | 0.00%             | 2034-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5893929.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        788 | PA      | $0.04         | 0.00%             | 2034-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5894091.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2167 | PA      | $0.13         | 0.00%             | 2034-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5898320.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8262 | PA      | $0.25         | 0.00%             | 2034-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5898769.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2169 | PA      | $0.00         | 0.00%             | 2034-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5900390.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13495 | PA      | $0.00         | 0.00%             | 2034-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5900600.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7701 | PA      | $0.00         | 0.00%             | 2034-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5900989.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5386 | PA      | $0.02         | 0.00%             | 2034-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5903864.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2296 | PA      | $0.00         | 0.00%             | 2034-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5910869.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2092 | PA      | $0.42         | 0.00%             | 2034-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5911495.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      40359 | PA      | $3.00         | 0.00%             | 2034-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5913989.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1336 | PA      | $0.00         | 0.00%             | 2034-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5914396.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1467 | PA      | $0.09         | 0.00%             | 2034-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5915505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16318 | PA      | $0.80         | 0.00%             | 2034-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5917707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3053 | PA      | $0.00         | 0.00%             | 2034-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5921285.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2698 | PA      | $0.21         | 0.00%             | 2034-03-20      | 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        |    9600000 | PA      | $9701734.66   | 0.35%             | 2028-01-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | Metropolitan Life Global Funding I                                                                | CUSIP: 59217GFD6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2986774.11   | 0.11%             | 2029-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5921918.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11547 | PA      | $0.00         | 0.00%             | 2034-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5923022.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1435 | PA      | $0.00         | 0.00%             | 2034-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934059.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1242 | PA      | $0.00         | 0.00%             | 2034-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934219.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22371 | PA      | $0.00         | 0.00%             | 2034-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934730.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2564 | PA      | $0.07         | 0.00%             | 2034-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5936923.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9927 | PA      | $0.00         | 0.00%             | 2034-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5937124.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        181 | PA      | $0.01         | 0.00%             | 2034-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5938584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6806 | PA      | $0.00         | 0.00%             | 2034-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5941367.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4768 | PA      | $0.34         | 0.00%             | 2034-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5943947.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1308 | PA      | $0.00         | 0.00%             | 2034-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945082.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2500 | PA      | $0.08         | 0.00%             | 2034-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945214.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        656 | PA      | $0.00         | 0.00%             | 2034-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5950686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        810 | PA      | $0.02         | 0.00%             | 2034-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5953097.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        885 | PA      | $0.00         | 0.00%             | 2034-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5954440.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7514 | PA      | $0.32         | 0.00%             | 2034-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5956268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        609 | PA      | $0.06         | 0.00%             | 2034-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5956650.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        182 | PA      | $0.02         | 0.00%             | 2034-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5956888.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2980 | PA      | $0.05         | 0.00%             | 2034-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5959931.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1644 | PA      | $0.00         | 0.00%             | 2034-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5959978.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1182 | PA      | $0.16         | 0.00%             | 2034-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5960434.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        375 | PA      | $0.00         | 0.00%             | 2034-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5964109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3134 | PA      | $0.50         | 0.00%             | 2034-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5966156.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4893 | PA      | $0.04         | 0.00%             | 2034-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5980129.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        695 | PA      | $0.00         | 0.00%             | 2034-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MidOcean Credit CLO XVIII LLC                                                   | MidOcean Credit CLO XVIII LLC, Series 2025-18A, Class A1                                          | CUSIP: 59803LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $10006767.31  | 0.36%             | 2035-10-18      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5981924.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12026 | PA      | $0.63         | 0.00%             | 2034-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5983705.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4402 | PA      | $0.03         | 0.00%             | 2034-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5983869.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1723 | PA      | $0.20         | 0.00%             | 2034-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5986027.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3601 | PA      | $0.00         | 0.00%             | 2034-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5991404.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1408 | PA      | $1.09         | 0.00%             | 2034-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5995769.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4698 | PA      | $0.00         | 0.00%             | 2034-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5995853.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7553 | PA      | $0.00         | 0.00%             | 2034-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5996582.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        330 | PA      | $0.00         | 0.00%             | 2034-04-15      | 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        |    3156124 | PA      | $3106246.44   | 0.11%             | 2066-04-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6000328.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2618 | PA      | $0.08         | 0.00%             | 2034-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6001519.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        505 | PA      | $0.22         | 0.00%             | 2034-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6010572.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6145 | PA      | $0.10         | 0.00%             | 2034-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6010705.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4090 | PA      | $0.12         | 0.00%             | 2034-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Millrose Properties, Inc.                                                       | Millrose Properties, Inc.                                                                         | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1995000 | PA      | $2021940.48   | 0.07%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6015748.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3151 | PA      | $0.03         | 0.00%             | 2034-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6023977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        871 | PA      | $0.09         | 0.00%             | 2034-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6024354.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4215 | PA      | $0.00         | 0.00%             | 2034-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Mineral Resources Ltd.                                                          | Mineral Resources Ltd.                                                                            | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     685000 | PA      | $711624.48    | 0.03%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                          | Mineral Resources Ltd.                                                                            | CUSIP: 603051AG8<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     335000 | PA      | $332704.31    | 0.01%             | 2032-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6037378.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        732 | PA      | $0.00         | 0.00%             | 2034-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6038361.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2968 | PA      | $0.08         | 0.00%             | 2034-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6057823.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17364 | PA      | $0.14         | 0.00%             | 2034-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6063087.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4299 | PA      | $0.00         | 0.00%             | 2034-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6064155.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        694 | PA      | $0.00         | 0.00%             | 2034-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6064464.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3001 | PA      | $0.08         | 0.00%             | 2034-05-08      | 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        |    5100000 | PA      | $5237979.33   | 0.19%             | 2029-07-06      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6111911.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1257 | PA      | $0.95         | 0.00%             | 2034-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6120978.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        836 | PA      | $0.03         | 0.00%             | 2034-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6122683.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9407 | PA      | $0.00         | 0.00%             | 2034-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6122851.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5276 | PA      | $0.12         | 0.00%             | 2034-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6123828.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15343 | PA      | $0.00         | 0.00%             | 2034-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6126543.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        452 | PA      | $0.05         | 0.00%             | 2034-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6127052.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2897 | PA      | $0.00         | 0.00%             | 2034-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6134462.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5519 | PA      | $0.52         | 0.00%             | 2034-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6143084.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        140 | PA      | $0.00         | 0.00%             | 2034-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6145383.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25311 | PA      | $0.58         | 0.00%             | 2034-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6147718.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3339 | PA      | $0.05         | 0.00%             | 2034-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6147775.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1022 | PA      | $0.00         | 0.00%             | 2034-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6149268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3411 | PA      | $0.05         | 0.00%             | 2034-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6149657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8931 | PA      | $0.29         | 0.00%             | 2034-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6154074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4237 | PA      | $0.00         | 0.00%             | 2034-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6159444.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        605 | PA      | $0.05         | 0.00%             | 2034-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6160262.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4566 | PA      | $0.04         | 0.00%             | 2034-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6161261.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1545 | PA      | $0.04         | 0.00%             | 2034-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6164819.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        480 | PA      | $0.07         | 0.00%             | 2034-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6164962.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3092 | PA      | $0.04         | 0.00%             | 2034-05-26      | 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        |   32952093 | PA      | $1484959.70   | 0.05%             | 2054-05-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6169262.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        142 | PA      | $0.01         | 0.00%             | 2034-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6173073.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1600 | PA      | $0.00         | 0.00%             | 2034-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6173109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        732 | PA      | $0.00         | 0.00%             | 2034-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                                    | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4353023.90   | 0.16%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                                    | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9890979.90   | 0.36%             | 2028-07-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                                    | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     542000 | PA      | $558560.17    | 0.02%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                                    | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1936627.69   | 0.07%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                                    | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2325000 | PA      | $2307571.24   | 0.08%             | 2032-03-12      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                                    | CUSIP: 61747YGC3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1615000 | PA      | $1618931.25   | 0.06%             | 2047-03-13      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                                    | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1555000 | PA      | $1530419.98   | 0.06%             | 2032-01-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                                    | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1585000 | PA      | $1551454.24   | 0.06%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C9, Class B                       | CUSIP: 61762DAZ4<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |    2886507 | PA      | $2757476.04   | 0.10%             | 2046-05-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C9, Class C                       | CUSIP: 61762DBB6<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |    3888000 | PA      | $3599506.12   | 0.13%             | 2046-05-15      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C10, Class B                      | CUSIP: 61762MBZ3<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    3221993 | PA      | $3065742.67   | 0.11%             | 2046-07-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C10, Class C                      | CUSIP: 61762MCB5<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    4935000 | PA      | $4574483.45   | 0.17%             | 2046-07-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                  | Morgan Stanley Capital I Trust, Series 2018-H3, Class AS                                          | CUSIP: 61767YBC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2265000 | PA      | $2232636.55   | 0.08%             | 2051-07-15      | Variable      | 4.43%                 | No            |                  2 | 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        |    1658416 | PA      | $1669296.16   | 0.06%             | 2068-12-25      | Fixed         | 6.15%                 | No            |                  2 | 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        |   39340212 | PA      | $1522222.28   | 0.06%             | 2058-03-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C2, Class AS                     | CUSIP: 61779RBZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4968000 | PA      | $5025397.29   | 0.18%             | 2058-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6185770.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2564 | PA      | $0.03         | 0.00%             | 2034-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6185954.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1742 | PA      | $0.00         | 0.00%             | 2034-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6190982.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4546 | PA      | $0.00         | 0.00%             | 2034-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6191154.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2148 | PA      | $0.28         | 0.00%             | 2034-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Motorola Solutions, Inc.                                                        | Motorola Solutions, Inc.                                                                          | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $7399780.71   | 0.27%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6209210.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6712 | PA      | $0.95         | 0.00%             | 2034-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6209706.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2323 | PA      | $0.00         | 0.00%             | 2034-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6211694.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3075 | PA      | $0.00         | 0.00%             | 2034-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6217315.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        687 | PA      | $0.00         | 0.00%             | 2034-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6217699.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3192 | PA      | $0.00         | 0.00%             | 2034-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6220586.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3429 | PA      | $0.00         | 0.00%             | 2034-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6220625.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8814 | PA      | $0.00         | 0.00%             | 2034-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6227194.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1771 | PA      | $0.06         | 0.00%             | 2034-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6236255.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2023 | PA      | $0.20         | 0.00%             | 2034-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6237088.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1309 | PA      | $0.00         | 0.00%             | 2034-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6237213.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        994 | PA      | $0.00         | 0.00%             | 2034-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6243468.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12676 | PA      | $0.03         | 0.00%             | 2034-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6243792.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2999 | PA      | $0.00         | 0.00%             | 2034-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6245571.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        502 | PA      | $0.00         | 0.00%             | 2034-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Medline Borrower LP                                                             | Medline Borrower LP                                                                               | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    3355000 | PA      | $3261269.35   | 0.12%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6254361.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1745 | PA      | $0.00         | 0.00%             | 2034-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6254473.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13950 | PA      | $0.00         | 0.00%             | 2034-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6254841.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4682 | PA      | $0.00         | 0.00%             | 2034-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6259695.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2225 | PA      | $0.00         | 0.00%             | 2034-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6265153.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11421 | PA      | $0.00         | 0.00%             | 2034-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6266370.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5770 | PA      | $0.18         | 0.00%             | 2034-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Murphy Oil Corp.                                                                | Murphy Oil Corp.                                                                                  | CUSIP: 626717AP7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     135000 | PA      | $135970.87    | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Murphy Oil Corp.                                                                | Murphy Oil Corp.                                                                                  | CUSIP: 626717AQ5<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     500000 | PA      | $504141.50    | 0.02%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6275326.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2114 | PA      | $0.00         | 0.00%             | 2034-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6277033.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3011 | PA      | $0.00         | 0.00%             | 2034-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6278139.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        931 | PA      | $0.04         | 0.00%             | 2034-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6282812.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15894 | PA      | $0.00         | 0.00%             | 2034-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6285291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21510 | PA      | $0.00         | 0.00%             | 2034-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6285821.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1998 | PA      | $0.00         | 0.00%             | 2034-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| NCL Corp. Ltd.                                                                  | NCL Corp. Ltd.                                                                                    | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     600000 | PA      | $581118.72    | 0.02%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                | NRG Energy, Inc.                                                                                  | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2285387.41   | 0.08%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6300866.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        274 | PA      | $0.05         | 0.00%             | 2034-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6309341.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1719 | PA      | $0.00         | 0.00%             | 2034-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6314763.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        982 | PA      | $0.13         | 0.00%             | 2034-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6319056.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        430 | PA      | $0.00         | 0.00%             | 2034-07-21      | 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        |    3335320 | PA      | $2597380.08   | 0.09%             | 2026-10-07      | Variable      | 9.77%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6351823.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1939 | PA      | $0.07         | 0.00%             | 2034-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6351975.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2638 | PA      | $0.00         | 0.00%             | 2034-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6353581.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        916 | PA      | $0.09         | 0.00%             | 2034-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6359468.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        432 | PA      | $0.04         | 0.00%             | 2034-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6370285.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1998 | PA      | $0.00         | 0.00%             | 2034-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6372961.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      57137 | PA      | $0.00         | 0.00%             | 2034-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Constellation Renewables LLC                                                    | Constellation Renewables LLC, First Lien, CME Term Loan                                           | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |    2700000 | PA      | $2704225.50   | 0.10%             | 2027-12-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6379092.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        954 | PA      | $0.02         | 0.00%             | 2034-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6382243.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      40502 | PA      | $0.00         | 0.00%             | 2034-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6386635.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1423 | PA      | $0.01         | 0.00%             | 2034-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6389202.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3677 | PA      | $0.00         | 0.00%             | 2034-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6389269.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5046 | PA      | $0.10         | 0.00%             | 2034-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6392793.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        432 | PA      | $0.08         | 0.00%             | 2034-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6392987.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7102 | PA      | $0.00         | 0.00%             | 2034-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6393441.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2464 | PA      | $0.00         | 0.00%             | 2034-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6404033.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2159 | PA      | $0.00         | 0.00%             | 2034-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Neptune Bidco US, Inc.                                                          | Neptune Bidco US, Inc.                                                                            | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     800000 | PA      | $801634.72    | 0.03%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6410608.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23537 | PA      | $0.18         | 0.00%             | 2034-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6413090.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14328 | PA      | $0.00         | 0.00%             | 2034-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 45 Ltd.                                      | Neuberger Berman Loan Advisers CLO 45 Ltd., Series 2021-45A, Class AR                             | CUSIP: 64134MAJ5<br>LEI: 549300BQ0WQMX5H5TS32 | Long             | ABS-CBDO         | CORP              | KY        |     850000 | PA      | $850849.99    | 0.03%             | 2036-10-14      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 50 Ltd.                                      | Neuberger Berman Loan Advisers CLO 50 Ltd., Series 2022-50A, Class AR2                            | CUSIP: 64134VAY2<br>LEI: 549300UMYON6L2REF246 | Long             | ABS-CBDO         | CORP              | JE        |    1820000 | PA      | $1818071.33   | 0.07%             | 2036-07-23      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 51 Ltd.                                      | Neuberger Berman Loan Advisers CLO 51 Ltd., Series 2022-51A, Class AR2                            | CUSIP: 64135BAW9<br>LEI: 549300E2R8NH2QE50368 | Long             | ABS-CBDO         | CORP              | JE        |   11300000 | PA      | $11276616.49  | 0.41%             | 2036-10-23      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6422493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         96 | PA      | $0.00         | 0.00%             | 2034-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6424176.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22930 | PA      | $1.78         | 0.00%             | 2034-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6427044.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        637 | PA      | $0.24         | 0.00%             | 2034-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6427394.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24524 | PA      | $0.00         | 0.00%             | 2034-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6431015.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2894 | PA      | $0.14         | 0.00%             | 2034-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6436390.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3413 | PA      | $0.09         | 0.00%             | 2034-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6439616.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2924 | PA      | $0.03         | 0.00%             | 2034-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6439850.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7981 | PA      | $0.31         | 0.00%             | 2034-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6442480.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1919 | PA      | $0.00         | 0.00%             | 2034-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6451818.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      32683 | PA      | $0.68         | 0.00%             | 2034-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6452723.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1840 | PA      | $0.03         | 0.00%             | 2034-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6454314.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6133 | PA      | $0.00         | 0.00%             | 2034-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                  | New Jersey Transportation Trust Fund Authority, Series 2010 B                                     | CUSIP: 646136XR7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     525000 | PA      | $575280.62    | 0.02%             | 2040-12-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6461434.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6632 | PA      | $0.95         | 0.00%             | 2034-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6464078.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        818 | PA      | $0.00         | 0.00%             | 2034-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6465421.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1180 | PA      | $0.08         | 0.00%             | 2034-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6467555.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3596 | PA      | $0.33         | 0.00%             | 2034-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6470092.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3576 | PA      | $0.37         | 0.00%             | 2034-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6475454.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2557 | PA      | $0.10         | 0.00%             | 2034-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6475554.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8062 | PA      | $0.00         | 0.00%             | 2034-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6481328.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6302 | PA      | $0.00         | 0.00%             | 2034-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6483513.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7992 | PA      | $0.00         | 0.00%             | 2034-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6484336.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22221 | PA      | $1.36         | 0.00%             | 2034-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Playtika Holding Corp.                                                          | Playtika Holding Corp., First Lien, CME Term Loan, B1                                             | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |     683423 | PA      | $658911.73    | 0.02%             | 2028-03-13      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6488356.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3633 | PA      | $0.00         | 0.00%             | 2034-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6496050.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2621 | PA      | $0.03         | 0.00%             | 2034-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| New York City Transitional Finance Authority                                    | New York City Transitional Finance Authority, Series 2026 F-2                                     | CUSIP: 64972JA57<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1925000 | PA      | $1887291.37   | 0.07%             | 2036-02-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6503201.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1828 | PA      | $0.09         | 0.00%             | 2034-09-17      | 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        |      71058 | PA      | $165.57       | 0.00%             | 2027-03-30      | Variable      | 3.78%                 | 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        |    1132040 | PA      | $1528.25      | 0.00%             | 2028-03-30      | Variable      | 14.28%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6508534.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3125 | PA      | $0.00         | 0.00%             | 2034-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6523267.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5923 | PA      | $0.00         | 0.00%             | 2034-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6531074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24833 | PA      | $0.00         | 0.00%             | 2034-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6533670.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2210 | PA      | $0.49         | 0.00%             | 2034-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Nexstar Media, Inc.                                                             | Nexstar Media, Inc.                                                                               | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    1545000 | PA      | $1555978.82   | 0.06%             | 2034-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6537472.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2567 | PA      | $0.00         | 0.00%             | 2034-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Federal Republic of Nigeria                                                     | Nigeria Government Bond                                                                           | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    1450000 | PA      | $1551268.09   | 0.06%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6541353.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        727 | PA      | $0.00         | 0.00%             | 2034-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6547411.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14177 | PA      | $0.67         | 0.00%             | 2034-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6552948.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1758 | PA      | $0.04         | 0.00%             | 2034-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6553144.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        734 | PA      | $0.00         | 0.00%             | 2034-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6563116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        626 | PA      | $0.00         | 0.00%             | 2034-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6566625.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10420 | PA      | $0.00         | 0.00%             | 2034-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6570679.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15812 | PA      | $0.00         | 0.00%             | 2034-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6577981.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10021 | PA      | $0.00         | 0.00%             | 2034-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6581786.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        584 | PA      | $0.01         | 0.00%             | 2034-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6582337.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        569 | PA      | $0.00         | 0.00%             | 2034-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6591444.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1914 | PA      | $0.02         | 0.00%             | 2034-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6592468.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26389 | PA      | $0.03         | 0.00%             | 2034-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6608375.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1568 | PA      | $0.00         | 0.00%             | 2034-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6614457.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2216 | PA      | $0.10         | 0.00%             | 2034-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6617414.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2152 | PA      | $0.01         | 0.00%             | 2034-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6623607.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2737 | PA      | $0.00         | 0.00%             | 2034-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6624957.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3183 | PA      | $0.00         | 0.00%             | 2034-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6626404.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        693 | PA      | $0.00         | 0.00%             | 2034-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6628104.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8424 | PA      | $0.00         | 0.00%             | 2034-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6628247.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3665 | PA      | $0.00         | 0.00%             | 2034-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6629787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7692 | PA      | $0.00         | 0.00%             | 2034-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6632388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6201 | PA      | $0.00         | 0.00%             | 2034-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6633231.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        238 | PA      | $0.12         | 0.00%             | 2034-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6639032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11342 | PA      | $0.21         | 0.00%             | 2034-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6641788.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1794 | PA      | $0.00         | 0.00%             | 2034-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6641907.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3766 | PA      | $0.07         | 0.00%             | 2034-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6644191.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      32363 | PA      | $0.00         | 0.00%             | 2034-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6649660.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        121 | PA      | $0.00         | 0.00%             | 2034-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6651437.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        494 | PA      | $0.00         | 0.00%             | 2034-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6651688.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      53478 | PA      | $0.00         | 0.00%             | 2034-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6655130.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        888 | PA      | $0.01         | 0.00%             | 2034-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6662189.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        858 | PA      | $0.00         | 0.00%             | 2034-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6662849.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4461 | PA      | $0.00         | 0.00%             | 2034-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6663871.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3838 | PA      | $0.10         | 0.00%             | 2034-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6664005.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3617 | PA      | $0.22         | 0.00%             | 2034-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6665226.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        660 | PA      | $0.00         | 0.00%             | 2034-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6668780.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9273 | PA      | $0.00         | 0.00%             | 2034-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6670037.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6805 | PA      | $0.17         | 0.00%             | 2034-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6672424.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4203 | PA      | $3.62         | 0.00%             | 2034-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6674961.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5853 | PA      | $0.00         | 0.00%             | 2034-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6678696.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19360 | PA      | $0.00         | 0.00%             | 2034-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6679343.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3191 | PA      | $0.00         | 0.00%             | 2034-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6681578.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10776 | PA      | $0.00         | 0.00%             | 2034-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6682519.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        771 | PA      | $0.00         | 0.00%             | 2034-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6684387.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1197 | PA      | $0.00         | 0.00%             | 2034-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6685009.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2633 | PA      | $0.45         | 0.00%             | 2034-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6685907.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5699 | PA      | $0.00         | 0.00%             | 2034-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6686639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1131 | PA      | $0.02         | 0.00%             | 2034-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6686940.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2880 | PA      | $0.13         | 0.00%             | 2034-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Gen Digital, Inc.                                                               | Gen Digital, Inc.                                                                                 | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     750000 | PA      | $731314.10    | 0.03%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6689856.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4087 | PA      | $0.09         | 0.00%             | 2034-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6689979.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12919 | PA      | $0.00         | 0.00%             | 2034-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6692529.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6099 | PA      | $0.00         | 0.00%             | 2034-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Novartis Capital Corp.                                                          | Novartis Capital Corp.                                                                            | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    5305000 | PA      | $5237050.11   | 0.19%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                          | Novartis Capital Corp.                                                                            | CUSIP: 66989HBH0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    1445000 | PA      | $1435439.35   | 0.05%             | 2033-03-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                          | Novartis Capital Corp.                                                                            | CUSIP: 66989HBJ6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    1780000 | PA      | $1768360.19   | 0.06%             | 2036-03-18      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                          | Novartis Capital Corp.                                                                            | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     955000 | PA      | $957257.92    | 0.03%             | 2056-03-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                   | Novelis Corp.                                                                                     | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    2480000 | PA      | $2492156.96   | 0.09%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6709316.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        108 | PA      | $0.00         | 0.00%             | 2034-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| OBX Trust                                                                       | OBX Trust, Series 2023-NQM7, Class A1                                                             | CUSIP: 67117XAA4<br>LEI: 254900K7TTKPUWNMSZ83 | Long             | ABS-MBS          | CORP              | US        |    1504543 | PA      | $1512104.30   | 0.06%             | 2063-04-25      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                       | OBX Trust, Series 2024-NQM2, Class A1                                                             | CUSIP: 67118HAA8<br>LEI: 254900OHTVKDKZL33I54 | Long             | ABS-MBS          | CORP              | US        |     948739 | PA      | $953299.79    | 0.03%             | 2063-12-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                       | OBX Trust, Series 2024-NQM3, Class A1                                                             | CUSIP: 67118KAA1<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-MBS          | CORP              | US        |    1262363 | PA      | $1270794.49   | 0.05%             | 2063-12-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                       | OBX Trust, Series 2024-NQM8, Class A1                                                             | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-MBS          | CORP              | US        |    1936039 | PA      | $1954878.88   | 0.07%             | 2064-05-25      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                       | OBX Trust, Series 2025-J2, Class AF                                                               | CUSIP: 67122EAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3016134 | PA      | $3026662.34   | 0.11%             | 2055-09-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                                   | NYC Commercial Mortgage Trust, Series 2025-28L, Class A                                           | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4200000 | PA      | $4190886.00   | 0.15%             | 2038-11-05      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                                                       | OAK-Eagle Acquireco, Inc.                                                                         | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     705000 | PA      | $726764.08    | 0.03%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                                                       | OAK-Eagle Acquireco, Inc.                                                                         | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     590000 | PA      | $614329.77    | 0.02%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6719810.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1571 | PA      | $0.04         | 0.00%             | 2034-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6724464.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9907 | PA      | $0.37         | 0.00%             | 2034-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6729931.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5140 | PA      | $0.00         | 0.00%             | 2034-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6730881.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5559 | PA      | $0.02         | 0.00%             | 2034-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6731255.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1286 | PA      | $0.00         | 0.00%             | 2034-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6731838.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5855 | PA      | $0.00         | 0.00%             | 2034-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6737291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1511 | PA      | $0.00         | 0.00%             | 2034-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6742103.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        970 | PA      | $0.00         | 0.00%             | 2034-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| OBX Trust                                                                       | OBX Trust, Series 2021-J3, Class A4                                                               | CUSIP: 67448XAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     881829 | PA      | $792840.52    | 0.03%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6745247.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        775 | PA      | $0.04         | 0.00%             | 2034-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6746092.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1222 | PA      | $0.19         | 0.00%             | 2034-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6746977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15911 | PA      | $0.04         | 0.00%             | 2034-12-10      | 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        |     636821 | PA      | $105476.68    | 0.00%             | 2028-11-01      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6753008.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6085 | PA      | $0.40         | 0.00%             | 2034-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6753247.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9691 | PA      | $0.00         | 0.00%             | 2034-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6756294.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        756 | PA      | $0.32         | 0.00%             | 2034-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Octagon Investment Partners 45 Ltd.                                             | Octagon Investment Partners 45 Ltd., Series 2019-1A, Class A1RR                                   | CUSIP: 67577MBA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7180000 | PA      | $7187131.16   | 0.26%             | 2035-04-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Octagon 57 Ltd.                                                                 | Octagon 57 Ltd., Series 2021-1A, Class AR                                                         | CUSIP: 67592XAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2125000 | PA      | $2125000.00   | 0.08%             | 2034-10-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6764489.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21402 | PA      | $0.00         | 0.00%             | 2034-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6770530.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1058 | PA      | $0.05         | 0.00%             | 2034-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6771134.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18256 | PA      | $0.00         | 0.00%             | 2034-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6774551.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17810 | PA      | $0.00         | 0.00%             | 2034-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6781272.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      37439 | PA      | $0.00         | 0.00%             | 2034-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6783369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1854 | PA      | $0.00         | 0.00%             | 2034-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6792314.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6421 | PA      | $0.15         | 0.00%             | 2034-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6795315.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1229 | PA      | $0.00         | 0.00%             | 2034-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6800044.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4752 | PA      | $0.00         | 0.00%             | 2034-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6804745.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        180 | PA      | $0.06         | 0.00%             | 2034-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6806677.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3292 | PA      | $0.02         | 0.00%             | 2034-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6808256.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        794 | PA      | $0.00         | 0.00%             | 2035-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6810642.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5633 | PA      | $0.00         | 0.00%             | 2035-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6812517.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14910 | PA      | $0.00         | 0.00%             | 2035-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6812850.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1848 | PA      | $0.15         | 0.00%             | 2035-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6815367.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1775 | PA      | $0.15         | 0.00%             | 2035-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6818955.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7512 | PA      | $0.00         | 0.00%             | 2035-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6822097.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1805 | PA      | $0.21         | 0.00%             | 2035-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| 1011778 BC ULC / New Red Finance, Inc.                                          | 1011778 BC ULC / New Red Finance, Inc.                                                            | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $1903796.76   | 0.07%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6826532.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3960 | PA      | $0.09         | 0.00%             | 2035-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ONEOK, Inc.                                                                     | ONEOK, Inc.                                                                                       | CUSIP: 682680CM3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1721202.15   | 0.06%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                     | ONEOK, Inc.                                                                                       | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   10900000 | PA      | $11129139.69  | 0.41%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                           | OneMain Finance Corp.                                                                             | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1969696.20   | 0.07%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Onity Loan Investment Trust                                                     | Onity Loan Investment Trust, Series 2025-HB1, Class A                                             | CUSIP: 68278EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1249794 | PA      | $1227346.99   | 0.04%             | 2038-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| OLIT                                                                            | OLIT, Series 2025-HB2, Class A                                                                    | CUSIP: 68278FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2001781 | PA      | $1957410.81   | 0.07%             | 2038-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6833875.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1457 | PA      | $0.10         | 0.00%             | 2035-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Opal Bidco SAS                                                                  | Opal Bidco SAS                                                                                    | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    2000000 | PA      | $2037354.00   | 0.07%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6836269.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        758 | PA      | $0.01         | 0.00%             | 2035-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6836478.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        673 | PA      | $0.10         | 0.00%             | 2035-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6838796.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1173 | PA      | $0.06         | 0.00%             | 2035-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Oracle Corp.                                                                    | Oracle Corp.                                                                                      | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7118896.00   | 0.26%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                    | Oracle Corp.                                                                                      | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     915000 | PA      | $870385.14    | 0.03%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                    | Oracle Corp.                                                                                      | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2855000 | PA      | $2743233.63   | 0.10%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                    | Oracle Corp.                                                                                      | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     935000 | PA      | $862387.68    | 0.03%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6839643.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        576 | PA      | $0.03         | 0.00%             | 2035-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| City of Orange CA                                                               | City of Orange, Series 2021                                                                       | CUSIP: 684100AN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1305000 | PA      | $1119354.62   | 0.04%             | 2034-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6841626.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5625 | PA      | $0.07         | 0.00%             | 2035-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6843667.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      32216 | PA      | $0.00         | 0.00%             | 2035-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6845960.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2477 | PA      | $0.00         | 0.00%             | 2035-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6846131.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        690 | PA      | $0.00         | 0.00%             | 2035-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6846652.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        183 | PA      | $0.00         | 0.00%             | 2035-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6846797.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        623 | PA      | $0.18         | 0.00%             | 2035-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6848265.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1144 | PA      | $0.06         | 0.00%             | 2035-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6849119.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        196 | PA      | $0.27         | 0.00%             | 2035-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6849498.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5530 | PA      | $0.31         | 0.00%             | 2035-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6849711.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        628 | PA      | $0.00         | 0.00%             | 2035-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6852615.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1041 | PA      | $0.02         | 0.00%             | 2035-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6855849.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3144 | PA      | $0.00         | 0.00%             | 2035-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6862957.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4171 | PA      | $0.27         | 0.00%             | 2035-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6871155.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3560 | PA      | $0.04         | 0.00%             | 2035-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6871369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        499 | PA      | $0.34         | 0.00%             | 2035-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6873383.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        334 | PA      | $0.00         | 0.00%             | 2035-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6880856.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1568 | PA      | $0.00         | 0.00%             | 2035-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6884787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3067 | PA      | $0.00         | 0.00%             | 2035-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6889109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1082 | PA      | $0.00         | 0.00%             | 2035-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6889119.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3513 | PA      | $0.06         | 0.00%             | 2035-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6891067.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5566 | PA      | $0.00         | 0.00%             | 2035-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6893023.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14273 | PA      | $0.74         | 0.00%             | 2035-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6895588.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10603 | PA      | $0.20         | 0.00%             | 2035-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6899194.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        463 | PA      | $0.02         | 0.00%             | 2035-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6899300.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1221 | PA      | $0.00         | 0.00%             | 2035-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6903284.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3163 | PA      | $0.00         | 0.00%             | 2035-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6904822.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        285 | PA      | $0.09         | 0.00%             | 2035-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6904989.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22112 | PA      | $0.32         | 0.00%             | 2035-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Owens Corning                                                                   | Owens Corning                                                                                     | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $7573553.19   | 0.28%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6908001.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23167 | PA      | $0.16         | 0.00%             | 2035-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6909141.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19068 | PA      | $0.00         | 0.00%             | 2035-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6913052.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2970 | PA      | $0.24         | 0.00%             | 2035-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6914678.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3385 | PA      | $0.06         | 0.00%             | 2035-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6916173.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        512 | PA      | $0.00         | 0.00%             | 2035-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6920447.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24973 | PA      | $0.00         | 0.00%             | 2035-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6923496.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2278 | PA      | $1.04         | 0.00%             | 2035-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PK Alift Loan Funding 7 LP                                                      | PK Alift Loan Funding 7 LP                                                                        | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1194037 | PA      | $1182829.70   | 0.04%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6934329.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12367 | PA      | $0.00         | 0.00%             | 2035-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6934833.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4744 | PA      | $0.00         | 0.00%             | 2035-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6936990.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3340 | PA      | $0.00         | 0.00%             | 2035-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6937130.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        381 | PA      | $0.04         | 0.00%             | 2035-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PSMC Trust                                                                      | PSMC Trust, Series 2021-3, Class A3                                                               | CUSIP: 69376DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7790182 | PA      | $7044183.62   | 0.26%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| PRET LLC                                                                        | PRET LLC, Series 2026-NPL3, Class A1                                                              | CUSIP: 69383QAA2<br>LEI: 254900YVPXC5UC5GP265 | Long             | ABS-O            | CORP              | US        |    8406045 | PA      | $8347844.49   | 0.30%             | 2056-02-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6938552.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6233 | PA      | $0.33         | 0.00%             | 2035-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PMT Loan Trust                                                                  | PMT Loan Trust, Series 2025-J2, Class A11                                                         | CUSIP: 69392TAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     456006 | PA      | $458160.58    | 0.02%             | 2056-08-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| PR RNO Property Owner 1 LLC                                                     | PR RNO Property Owner 1 LLC                                                                       | CUSIP: 69393LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     515000 | PA      | $510750.68    | 0.02%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6942251.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3601 | PA      | $0.43         | 0.00%             | 2035-02-20      | 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        |    6000000 | PA      | $5557790.04   | 0.20%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                    | Pacific Gas and Electric Co.                                                                      | CUSIP: 694308LA3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     770000 | PA      | $750310.06    | 0.03%             | 2036-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6944161.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1708 | PA      | $0.00         | 0.00%             | 2035-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6946120.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10031 | PA      | $0.00         | 0.00%             | 2035-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6966362.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        238 | PA      | $0.00         | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6966412.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2449 | PA      | $0.00         | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6966531.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3997 | PA      | $0.00         | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6966621.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1752 | PA      | $0.00         | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6966854.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3823 | PA      | $0.22         | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6967741.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1401 | PA      | $0.20         | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6968103.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        537 | PA      | $0.00         | 0.00%             | 2035-02-28      | 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        |     611336 | PA      | $594741.74    | 0.02%             | 2029-04-06      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6970716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1583 | PA      | $0.27         | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6971755.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        353 | PA      | $0.00         | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6978418.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1258 | PA      | $0.05         | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6978952.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      51353 | PA      | $0.90         | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6981964.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13283 | PA      | $0.08         | 0.00%             | 2035-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6984708.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1263 | PA      | $0.00         | 0.00%             | 2035-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6987569.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3671 | PA      | $0.01         | 0.00%             | 2035-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Paraguay Government International Bond                                          | Paraguay Government Bond                                                                          | CUSIP: 699149AL4<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    2950000 | PA      | $2770787.50   | 0.10%             | 2033-06-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6993089.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        594 | PA      | $0.01         | 0.00%             | 2035-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| K2016470219 South Africa Ltd.                                                   | K2016470219 South Africa Ltd., Escrow Account, Class D                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |     620001 | NS      | $9812.86      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7009269.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22063 | PA      | $0.00         | 0.00%             | 2035-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7014159.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1246 | PA      | $0.00         | 0.00%             | 2035-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7021732.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2798 | PA      | $0.46         | 0.00%             | 2035-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7022730.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3666 | PA      | $0.00         | 0.00%             | 2035-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7028537.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      66996 | PA      | $1.23         | 0.00%             | 2035-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7032279.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1308 | PA      | $0.13         | 0.00%             | 2035-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7040179.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8893 | PA      | $0.00         | 0.00%             | 2035-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7043444.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6529 | PA      | $0.00         | 0.00%             | 2035-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7046836.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2078 | PA      | $0.00         | 0.00%             | 2035-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7050197.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13025 | PA      | $0.11         | 0.00%             | 2035-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7050592.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        912 | PA      | $0.00         | 0.00%             | 2035-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7052092.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4535 | PA      | $0.00         | 0.00%             | 2035-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7052668.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1948 | PA      | $0.02         | 0.00%             | 2035-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7054612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5385 | PA      | $0.00         | 0.00%             | 2035-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7061323.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      34494 | PA      | $0.00         | 0.00%             | 2035-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7062421.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        896 | PA      | $0.00         | 0.00%             | 2035-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7062617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20347 | PA      | $0.00         | 0.00%             | 2035-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7065573.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13691 | PA      | $0.00         | 0.00%             | 2035-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7067874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3096 | PA      | $0.00         | 0.00%             | 2035-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7071000.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        645 | PA      | $0.00         | 0.00%             | 2035-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7071948.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        631 | PA      | $0.00         | 0.00%             | 2035-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7080510.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1437 | PA      | $0.00         | 0.00%             | 2035-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7085620.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8877 | PA      | $0.00         | 0.00%             | 2035-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                           | Pennsylvania Economic Development Financing Authority, Series 2025                                | CUSIP: 70869PRR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1855000 | PA      | $1862680.44   | 0.07%             | 2054-06-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7089901.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7927 | PA      | $0.00         | 0.00%             | 2035-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7091540.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10017 | PA      | $0.12         | 0.00%             | 2035-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7091737.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        949 | PA      | $0.07         | 0.00%             | 2035-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7095396.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2090 | PA      | $0.00         | 0.00%             | 2035-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7098792.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2031 | PA      | $0.20         | 0.00%             | 2035-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7101698.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1010 | PA      | $0.00         | 0.00%             | 2035-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7102724.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4584 | PA      | $0.52         | 0.00%             | 2035-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7102932.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1825 | PA      | $0.00         | 0.00%             | 2035-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7105121.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1161 | PA      | $0.14         | 0.00%             | 2035-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7106451.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11899 | PA      | $0.00         | 0.00%             | 2035-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7108839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3313 | PA      | $0.00         | 0.00%             | 2035-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7109927.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8573 | PA      | $0.00         | 0.00%             | 2035-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7112255.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2323 | PA      | $0.00         | 0.00%             | 2035-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7115331.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        561 | PA      | $0.05         | 0.00%             | 2035-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7115405.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      32107 | PA      | $1.28         | 0.00%             | 2035-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7121272.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2783 | PA      | $0.06         | 0.00%             | 2035-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7122345.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        402 | PA      | $0.00         | 0.00%             | 2035-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7123343.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2848 | PA      | $0.59         | 0.00%             | 2035-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7123668.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2218 | PA      | $0.00         | 0.00%             | 2035-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7134939.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9292 | PA      | $0.36         | 0.00%             | 2035-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7137611.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10916 | PA      | $1.26         | 0.00%             | 2035-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7147279.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6849 | PA      | $0.00         | 0.00%             | 2035-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7147597.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1926 | PA      | $0.02         | 0.00%             | 2035-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7154719.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6577 | PA      | $0.18         | 0.00%             | 2035-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of Peru                                                                | Peru Government Bond                                                                              | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    2660000 | PA      | $2451057.00   | 0.09%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7163900.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5443 | PA      | $0.48         | 0.00%             | 2035-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7164193.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5624 | PA      | $0.00         | 0.00%             | 2035-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Petroleos Mexicanos                                                             | Petroleos Mexicanos                                                                               | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     980000 | PA      | $983807.30    | 0.04%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7165931.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1875 | PA      | $0.00         | 0.00%             | 2035-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Petronas Capital Ltd.                                                           | Petronas Capital Ltd.                                                                             | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    2540000 | PA      | $2601805.29   | 0.09%             | 2031-01-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7168044.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2062 | PA      | $0.04         | 0.00%             | 2035-04-30      | 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        |    3500000 | PA      | $3486249.10   | 0.13%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7173881.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2005 | PA      | $0.32         | 0.00%             | 2035-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7173920.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        251 | PA      | $0.29         | 0.00%             | 2035-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7176634.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1458 | PA      | $0.03         | 0.00%             | 2035-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7176646.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1231 | PA      | $0.03         | 0.00%             | 2035-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Redevelopment Authority of the City of Philadelphia                             | Redevelopment Authority of the City of Philadelphia, Series 2026 A                                | CUSIP: 717868KT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2895000 | PA      | $2852989.79   | 0.10%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7179318.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11067 | PA      | $0.00         | 0.00%             | 2035-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7180807.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2907 | PA      | $0.00         | 0.00%             | 2035-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7180850.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2462 | PA      | $0.00         | 0.00%             | 2035-05-02      | 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        |    7200000 | PA      | $7407593.64   | 0.27%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                     | Philippines Government Bond                                                                       | CUSIP: 718286DG9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    2360000 | PA      | $2424809.28   | 0.09%             | 2035-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7196096.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8216 | PA      | $0.03         | 0.00%             | 2035-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7201085.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1847 | PA      | $0.22         | 0.00%             | 2035-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                                  | Piedmont Natural Gas Co., Inc.                                                                    | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $1894326.73   | 0.07%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7203631.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1386 | PA      | $0.07         | 0.00%             | 2035-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7204614.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3537 | PA      | $0.00         | 0.00%             | 2035-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7204933.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        381 | PA      | $0.00         | 0.00%             | 2035-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7206160.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11872 | PA      | $0.43         | 0.00%             | 2035-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7206450.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1582 | PA      | $0.00         | 0.00%             | 2035-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7215803.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3486 | PA      | $0.00         | 0.00%             | 2035-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7215930.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13761 | PA      | $0.00         | 0.00%             | 2035-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7222451.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1539 | PA      | $0.00         | 0.00%             | 2035-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7224254.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2770 | PA      | $0.00         | 0.00%             | 2035-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7235145.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20605 | PA      | $0.00         | 0.00%             | 2035-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7237806.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        768 | PA      | $0.00         | 0.00%             | 2035-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| WMB Holdings, Inc.                                                              | WMB Holdings, Inc., First Lien, USD CME Term Loan, B                                              | CUSIP: 22006VAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1042559 | PA      | $1046145.15   | 0.04%             | 2029-11-05      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7243236.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8746 | PA      | $0.08         | 0.00%             | 2035-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7243413.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        837 | PA      | $5.85         | 0.00%             | 2035-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7244368.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        620 | PA      | $0.00         | 0.00%             | 2035-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7247605.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1856 | PA      | $0.00         | 0.00%             | 2035-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7249518.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1960 | PA      | $0.30         | 0.00%             | 2035-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7249679.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        245 | PA      | $0.01         | 0.00%             | 2035-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7252834.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4847 | PA      | $0.00         | 0.00%             | 2035-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7253237.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        270 | PA      | $0.00         | 0.00%             | 2035-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Asurion LLC                                                                     | Asurion LLC, First Lien, New CME Term Loan, B10                                                   | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     234752 | PA      | $235315.88    | 0.01%             | 2028-08-21      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7256122.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1533 | PA      | $0.00         | 0.00%             | 2035-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7256570.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5380 | PA      | $3.65         | 0.00%             | 2035-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PK ALIFT Loan Funding 8 LP                                                      | PK ALIFT Loan Funding 8 LP                                                                        | CUSIP: 72585CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1186000 | PA      | $1163263.67   | 0.04%             | 2043-09-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7262532.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3144 | PA      | $0.00         | 0.00%             | 2035-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7262602.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        462 | PA      | $0.10         | 0.00%             | 2035-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7264204.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20052 | PA      | $17.08        | 0.00%             | 2035-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-9036.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-45048.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7275604.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        756 | PA      | $0.21         | 0.00%             | 2035-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7280873.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5514 | PA      | $0.66         | 0.00%             | 2035-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7281210.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        901 | PA      | $0.00         | 0.00%             | 2035-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7281601.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1132 | PA      | $0.00         | 0.00%             | 2035-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7282811.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        529 | PA      | $0.32         | 0.00%             | 2035-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7284693.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1055 | PA      | $0.16         | 0.00%             | 2035-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7287144.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1419 | PA      | $0.30         | 0.00%             | 2035-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7287176.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5152 | PA      | $0.00         | 0.00%             | 2035-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7287732.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        300 | PA      | $0.13         | 0.00%             | 2035-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7289261.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1039 | PA      | $0.26         | 0.00%             | 2035-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7290056.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5162 | PA      | $0.62         | 0.00%             | 2035-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7299621.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      35360 | PA      | $39.79        | 0.00%             | 2035-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7300176.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        136 | PA      | $5.17         | 0.00%             | 2035-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7303522.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        335 | PA      | $0.10         | 0.00%             | 2035-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7303540.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1343 | PA      | $1.10         | 0.00%             | 2035-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7314543.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3475 | PA      | $0.00         | 0.00%             | 2035-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7314697.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3748 | PA      | $61.94        | 0.00%             | 2035-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7316842.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1433 | PA      | $14.79        | 0.00%             | 2035-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7317981.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1348 | PA      | $0.64         | 0.00%             | 2035-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7318018.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6392 | PA      | $1.47         | 0.00%             | 2035-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| City of Pomona CA                                                               | City of Pomona, Series 2020 BJ                                                                    | CUSIP: 73208PBS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     795000 | PA      | $683619.63    | 0.02%             | 2040-08-01      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7323718.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3869 | PA      | $0.00         | 0.00%             | 2035-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7324925.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1333 | PA      | $1.71         | 0.00%             | 2035-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7327791.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8988 | PA      | $3.67         | 0.00%             | 2035-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7328914.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10484 | PA      | $0.00         | 0.00%             | 2035-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7329210.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3315 | PA      | $1.01         | 0.00%             | 2035-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7330422.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        625 | PA      | $0.92         | 0.00%             | 2035-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7334014.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1044 | PA      | $0.54         | 0.00%             | 2035-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7334863.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1344 | PA      | $0.58         | 0.00%             | 2035-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7335932.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8474 | PA      | $0.00         | 0.00%             | 2035-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7336581.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      49530 | PA      | $17.89        | 0.00%             | 2035-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7339897.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3395 | PA      | $5.02         | 0.00%             | 2035-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7340806.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3592 | PA      | $3.12         | 0.00%             | 2035-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7344575.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4098 | PA      | $2.46         | 0.00%             | 2035-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7346393.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      62612 | PA      | $36.10        | 0.00%             | 2035-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7348505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        564 | PA      | $0.52         | 0.00%             | 2035-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7351981.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17215 | PA      | $5.58         | 0.00%             | 2035-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7352490.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1987 | PA      | $1.18         | 0.00%             | 2035-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7352850.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12690 | PA      | $14.86        | 0.00%             | 2035-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7353901.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4755 | PA      | $3.70         | 0.00%             | 2035-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7359006.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2767 | PA      | $1.68         | 0.00%             | 2035-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7370367.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1662 | PA      | $0.91         | 0.00%             | 2035-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7370851.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        664 | PA      | $0.62         | 0.00%             | 2035-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7371685.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3456 | PA      | $2.04         | 0.00%             | 2035-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $27211.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7375076.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6359 | PA      | $3.22         | 0.00%             | 2035-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7377813.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5830 | PA      | $2.36         | 0.00%             | 2035-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7387529.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        631 | PA      | $0.53         | 0.00%             | 2035-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7389892.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2172 | PA      | $0.55         | 0.00%             | 2035-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7389966.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1331 | PA      | $1.04         | 0.00%             | 2035-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Delek US Holdings, Inc.                                                         | Delek US Holdings, Inc., First Lien, CME Term Loan, B                                             | CUSIP: 24664GAF8<br>LEI: 5493003O53JMENV1N385 | Long             | LON              | CORP              | US        |     446538 | PA      | $447690.53    | 0.02%             | 2029-11-19      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7401076.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4234 | PA      | $3.63         | 0.00%             | 2035-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7402047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5039 | PA      | $3.84         | 0.00%             | 2035-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7411525.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        946 | PA      | $0.84         | 0.00%             | 2035-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7412344.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        212 | PA      | $0.29         | 0.00%             | 2035-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7412972.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6512 | PA      | $6.55         | 0.00%             | 2035-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7416105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2940 | PA      | $3.22         | 0.00%             | 2035-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7417924.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5269 | PA      | $10.98        | 0.00%             | 2035-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7423387.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1914 | PA      | $3.26         | 0.00%             | 2035-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7426750.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1835 | PA      | $1.92         | 0.00%             | 2035-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7430504.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      68115 | PA      | $40.60        | 0.00%             | 2035-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                                          | Prologis Targeted US Logistics Fund LP                                                            | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2447541.53   | 0.09%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7438053.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9004 | PA      | $17.02        | 0.00%             | 2035-07-25      | 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        |    1215806 | PA      | $1059082.14   | 0.04%             | 2049-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7441625.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27213 | PA      | $1989.07      | 0.00%             | 2035-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7443079.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        415 | PA      | $0.53         | 0.00%             | 2035-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Pertamina Hulu Energi PT                                                        | Pertamina Hulu Energi PT                                                                          | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |    1700000 | PA      | $1718902.64   | 0.06%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                                        | PRPM LLC, Series 2026-1, Class A1                                                                 | CUSIP: 74449BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3800130 | PA      | $3767265.30   | 0.14%             | 2031-02-25      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                           | Public Service Enterprise Group, Inc.                                                             | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    2225000 | PA      | $2248259.48   | 0.08%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7446590.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8070 | PA      | $50.74        | 0.00%             | 2035-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7447048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      43825 | PA      | $14.01        | 0.00%             | 2035-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7461359.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10885 | PA      | $6.95         | 0.00%             | 2035-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7468484.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27792 | PA      | $24.93        | 0.00%             | 2035-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7473943.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2381 | PA      | $1.56         | 0.00%             | 2035-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Qnity Electronics, Inc.                                                         | Qnity Electronics, Inc.                                                                           | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     550000 | PA      | $555979.05    | 0.02%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                         | Qnity Electronics, Inc.                                                                           | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     320000 | PA      | $327800.32    | 0.01%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7483714.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        442 | PA      | $0.11         | 0.00%             | 2035-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7483959.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2817 | PA      | $3.44         | 0.00%             | 2035-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7484428.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4409 | PA      | $11.73        | 0.00%             | 2035-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7488673.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        805 | PA      | $1.11         | 0.00%             | 2035-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7489102.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1307 | PA      | $3.18         | 0.00%             | 2035-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7490203.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        509 | PA      | $1.23         | 0.00%             | 2035-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RD Michigan Property Owner I LLC                                                | RD Michigan Property Owner I LLC                                                                  | CUSIP: 74941YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3785000 | PA      | $3786143.79   | 0.14%             | 2045-03-30      | Fixed         | 7.50%                 | 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        |    2500000 | PA      | $2566842.50   | 0.09%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7500824.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27055 | PA      | $14.99        | 0.00%             | 2035-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Radian Mortgage Capital Trust                                                   | Radian Mortgage Capital Trust, Series 2025-J3, Class A25                                          | CUSIP: 75024RBP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2186648 | PA      | $2198379.78   | 0.08%             | 2055-12-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Rain Carbon, Inc.                                                               | Rain Carbon, Inc.                                                                                 | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2686111.35   | 0.10%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7508686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2765 | PA      | $5.86         | 0.00%             | 2035-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7508856.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3854 | PA      | $7.36         | 0.00%             | 2035-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7511303.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5973 | PA      | $10.58        | 0.00%             | 2035-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7511680.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5184 | PA      | $6.53         | 0.00%             | 2035-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7511795.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2165 | PA      | $5.16         | 0.00%             | 2035-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Caesars Entertainment, Inc.                                                     | Caesars Entertainment, Inc., First Lien, 2023 Incremental CME Term Loan, B                        | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |     299208 | PA      | $291105.88    | 0.01%             | 2030-02-06      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7514863.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9340 | PA      | $12.48        | 0.00%             | 2035-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7519968.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10143 | PA      | $26.74        | 0.00%             | 2035-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7533921.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9844 | PA      | $32.26        | 0.00%             | 2035-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7535779.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3761 | PA      | $7.57         | 0.00%             | 2035-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7537580.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25953 | PA      | $71.20        | 0.00%             | 2035-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7539738.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8562 | PA      | $1079.20      | 0.00%             | 2035-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7542074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5237 | PA      | $11.60        | 0.00%             | 2035-08-28      | None          | 0.00%                 | 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        |      10216 | PA      | $10231.85     | 0.00%             | 2028-08-21      | Variable      | 8.01%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7549987.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        653 | PA      | $1.22         | 0.00%             | 2035-08-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7552166.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        717 | PA      | $1.13         | 0.00%             | 2035-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7560015.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1773 | PA      | $5.22         | 0.00%             | 2035-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7571507.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2659 | PA      | $5.49         | 0.00%             | 2035-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7573480.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3736 | PA      | $13.51        | 0.00%             | 2035-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7573640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3544 | PA      | $6.06         | 0.00%             | 2035-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7573684.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        481 | PA      | $0.88         | 0.00%             | 2035-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7573972.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4128 | PA      | $254.12       | 0.00%             | 2035-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7578877.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         61 | PA      | $0.28         | 0.00%             | 2035-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7580830.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4100 | PA      | $12.51        | 0.00%             | 2035-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7581762.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        384 | PA      | $1.74         | 0.00%             | 2035-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7581869.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1493 | PA      | $2.75         | 0.00%             | 2035-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7586278.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8025 | PA      | $16.03        | 0.00%             | 2035-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7586914.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9130 | PA      | $18.40        | 0.00%             | 2035-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7590230.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        855 | PA      | $2.74         | 0.00%             | 2035-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7596084.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7889 | PA      | $1304.32      | 0.00%             | 2035-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7599917.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        492 | PA      | $0.99         | 0.00%             | 2035-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7600104.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3186 | PA      | $8.65         | 0.00%             | 2035-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7600486.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        645 | PA      | $0.87         | 0.00%             | 2035-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7601096.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12879 | PA      | $17.33        | 0.00%             | 2035-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7602494.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2210 | PA      | $2.64         | 0.00%             | 2035-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7603430.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4283 | PA      | $9.21         | 0.00%             | 2035-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic Services, Inc.                                                         | Republic Services, Inc.                                                                           | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $5401396.79   | 0.20%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7608442.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5862 | PA      | $66.25        | 0.00%             | 2035-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7617942.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2823 | PA      | $7.82         | 0.00%             | 2035-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RGA Global Funding                                                              | RGA Global Funding                                                                                | CUSIP: 76209PAD5<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    6400000 | PA      | $6599876.54   | 0.24%             | 2031-01-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7621404.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3184 | PA      | $7.29         | 0.00%             | 2035-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7623781.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1952 | PA      | $6.82         | 0.00%             | 2035-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7623850.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        482 | PA      | $52.41        | 0.00%             | 2035-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7624159.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        668 | PA      | $2.39         | 0.00%             | 2035-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7626558.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        970 | PA      | $2.78         | 0.00%             | 2035-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7629134.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4696 | PA      | $7.11         | 0.00%             | 2035-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7629259.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2930 | PA      | $6.86         | 0.00%             | 2035-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7629674.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7987 | PA      | $20.29        | 0.00%             | 2035-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7630481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11930 | PA      | $25.22        | 0.00%             | 2035-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7639746.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      63645 | PA      | $129.27       | 0.00%             | 2035-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7643054.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        373 | PA      | $1.84         | 0.00%             | 2035-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7643615.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        212 | PA      | $0.56         | 0.00%             | 2035-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7647696.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11385 | PA      | $35.00        | 0.00%             | 2035-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7648077.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6098 | PA      | $19.18        | 0.00%             | 2035-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7654130.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        247 | PA      | $16.36        | 0.00%             | 2035-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7669547.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1096 | PA      | $177.38       | 0.00%             | 2035-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7674523.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6179 | PA      | $17.64        | 0.00%             | 2035-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7675618.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      38440 | PA      | $79.04        | 0.00%             | 2035-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7679612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2603 | PA      | $6.18         | 0.00%             | 2035-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7682366.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4325 | PA      | $10.29        | 0.00%             | 2035-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7684952.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        741 | PA      | $187.55       | 0.00%             | 2035-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7685699.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        968 | PA      | $3.08         | 0.00%             | 2035-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7686665.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2104 | PA      | $11.73        | 0.00%             | 2035-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Rivers Enterprise Borrower LLC                                                  | Rivers Enterprise Borrower LLC                                                                    | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     645000 | PA      | $656446.82    | 0.02%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7693783.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11907 | PA      | $31.47        | 0.00%             | 2035-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7694250.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        606 | PA      | $1.80         | 0.00%             | 2035-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7695636.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        276 | PA      | $1.08         | 0.00%             | 2035-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7696123.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1117 | PA      | $5.46         | 0.00%             | 2035-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7696300.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5166 | PA      | $19.53        | 0.00%             | 2035-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7703086.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1487 | PA      | $6.24         | 0.00%             | 2035-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7714659.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5959 | PA      | $38.41        | 0.00%             | 2035-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7723470.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        302 | PA      | $2.48         | 0.00%             | 2035-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7725398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3637 | PA      | $10.04        | 0.00%             | 2035-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7725775.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3004 | PA      | $8.46         | 0.00%             | 2035-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7726167.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        224 | PA      | $46.21        | 0.00%             | 2035-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7729059.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13362 | PA      | $38.43        | 0.00%             | 2035-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7735985.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2176 | PA      | $8.37         | 0.00%             | 2035-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7738357.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      36237 | PA      | $166.21       | 0.00%             | 2035-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1555.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-552.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7740921.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11985 | PA      | $91.65        | 0.00%             | 2035-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7742677.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5339 | PA      | $45.40        | 0.00%             | 2035-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7751779.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        894 | PA      | $4.25         | 0.00%             | 2035-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7755332.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        124 | PA      | $37.34        | 0.00%             | 2035-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7755761.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8935 | PA      | $34.24        | 0.00%             | 2035-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7756617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        590 | PA      | $3.31         | 0.00%             | 2035-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7763863.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        361 | PA      | $1.21         | 0.00%             | 2035-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7764093.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1341 | PA      | $4.51         | 0.00%             | 2035-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7765591.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3020 | PA      | $885.52       | 0.00%             | 2035-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7768040.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1043 | PA      | $5.49         | 0.00%             | 2035-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7769643.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1249 | PA      | $6.62         | 0.00%             | 2035-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7779968.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        604 | PA      | $3.73         | 0.00%             | 2035-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7781183.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4278 | PA      | $1329.14      | 0.00%             | 2035-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7781843.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        675 | PA      | $3.06         | 0.00%             | 2035-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7782479.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        955 | PA      | $274.03       | 0.00%             | 2035-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7782836.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1154 | PA      | $3.80         | 0.00%             | 2035-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7786042.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7212 | PA      | $29.46        | 0.00%             | 2035-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7790524.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2565 | PA      | $10.35        | 0.00%             | 2035-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7791025.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6835 | PA      | $39.47        | 0.00%             | 2035-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7791405.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6235 | PA      | $27.20        | 0.00%             | 2035-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7791568.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2384 | PA      | $15.48        | 0.00%             | 2035-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7794291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1915 | PA      | $15.02        | 0.00%             | 2035-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7794434.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6526 | PA      | $22.31        | 0.00%             | 2035-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7794575.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17650 | PA      | $169.56       | 0.00%             | 2035-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | Royal Caribbean Cruises Ltd.                                                                      | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1500000 | PA      | $1520869.44   | 0.06%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | Royal Bank of Canada                                                                              | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1800000 | PA      | $1833937.72   | 0.07%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7805584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        750 | PA      | $240.01       | 0.00%             | 2035-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Royalty Pharma plc                                                              | Royalty Pharma plc                                                                                | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    5300000 | PA      | $4060786.44   | 0.15%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                              | Royalty Pharma plc                                                                                | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    1250000 | PA      | $1239192.16   | 0.05%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7808746.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13544 | PA      | $137.40       | 0.00%             | 2035-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7811957.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4258 | PA      | $27.62        | 0.00%             | 2035-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7812879.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2192 | PA      | $13.80        | 0.00%             | 2035-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7812943.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1044 | PA      | $4.45         | 0.00%             | 2035-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7813617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9140 | PA      | $41.78        | 0.00%             | 2035-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7815015.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3550 | PA      | $22.59        | 0.00%             | 2035-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7816821.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3477 | PA      | $13.62        | 0.00%             | 2035-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7822474.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        937 | PA      | $356.78       | 0.00%             | 2035-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7826745.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2952 | PA      | $360.15       | 0.00%             | 2035-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7829173.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5086 | PA      | $46.67        | 0.00%             | 2035-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7830023.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11398 | PA      | $3778.09      | 0.00%             | 2035-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7831708.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2942 | PA      | $15.12        | 0.00%             | 2035-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7835424.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17516 | PA      | $65.51        | 0.00%             | 2035-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7836267.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        590 | PA      | $5.28         | 0.00%             | 2035-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7836996.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        961 | PA      | $312.53       | 0.00%             | 2035-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7840090.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1654 | PA      | $8.89         | 0.00%             | 2035-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                               | SMBC Aviation Capital Finance DAC                                                                 | CUSIP: 78448TAK8<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    7300000 | PA      | $7490278.52   | 0.27%             | 2033-07-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                               | SMBC Aviation Capital Finance DAC                                                                 | CUSIP: 78448TAN2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    1400000 | PA      | $1411864.72   | 0.05%             | 2030-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7846633.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5174 | PA      | $32.98        | 0.00%             | 2035-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SV RNO Property Owner 1 LLC                                                     | SV RNO Property Owner 1 LLC                                                                       | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1359791.19   | 0.05%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7848953.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16191 | PA      | $124.89       | 0.00%             | 2035-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7851585.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        221 | PA      | $57.65        | 0.00%             | 2035-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Sabey Data Center Issuer LLC                                                    | Sabey Data Center Issuer LLC, Series 2026-1, Class A2                                             | CUSIP: 78520EAK2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4974000 | PA      | $4937820.62   | 0.18%             | 2051-01-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7854215.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1540 | PA      | $8.53         | 0.00%             | 2035-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | Sabine Pass Liquefaction LLC                                                                      | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9990556.00   | 0.36%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7856432.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2066 | PA      | $268.06       | 0.00%             | 2035-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7858486.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        814 | PA      | $3.48         | 0.00%             | 2035-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7858606.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11300 | PA      | $78.76        | 0.00%             | 2035-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7867381.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10339 | PA      | $82.62        | 0.00%             | 2035-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7869186.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        226 | PA      | $80.62        | 0.00%             | 2035-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7869657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1298 | PA      | $13.33        | 0.00%             | 2035-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7872677.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10160 | PA      | $108.11       | 0.00%             | 2035-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7874634.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        972 | PA      | $10.15        | 0.00%             | 2035-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7874816.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1135 | PA      | $11.71        | 0.00%             | 2035-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7875298.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1516 | PA      | $187.95       | 0.00%             | 2035-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7876499.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        600 | PA      | $7.19         | 0.00%             | 2035-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7880155.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1351 | PA      | $9.08         | 0.00%             | 2035-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7883146.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7837 | PA      | $43.70        | 0.00%             | 2035-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7885173.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        636 | PA      | $6.86         | 0.00%             | 2035-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7885639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3984 | PA      | $43.89        | 0.00%             | 2035-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7886251.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10832 | PA      | $112.10       | 0.00%             | 2035-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7886840.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        511 | PA      | $2.68         | 0.00%             | 2035-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7889998.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4101 | PA      | $35.74        | 0.00%             | 2035-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7895307.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20016 | PA      | $114.55       | 0.00%             | 2035-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7898689.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7135 | PA      | $2777.83      | 0.00%             | 2035-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7899279.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1617 | PA      | $15.57        | 0.00%             | 2035-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7900211.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1260 | PA      | $7.70         | 0.00%             | 2035-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7901651.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        769 | PA      | $319.49       | 0.00%             | 2035-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7910537.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16066 | PA      | $182.58       | 0.00%             | 2035-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7913994.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1646 | PA      | $9.60         | 0.00%             | 2035-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7914153.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5956 | PA      | $35.50        | 0.00%             | 2035-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7915978.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      36680 | PA      | $340.95       | 0.00%             | 2035-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7919163.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        282 | PA      | $96.23        | 0.00%             | 2035-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7919471.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5680 | PA      | $58.22        | 0.00%             | 2035-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7923129.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6985 | PA      | $86.00        | 0.00%             | 2035-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7926597.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3105 | PA      | $33.47        | 0.00%             | 2035-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7929420.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2513 | PA      | $26.35        | 0.00%             | 2035-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7931961.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3056 | PA      | $891.72       | 0.00%             | 2035-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7935066.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        208 | PA      | $1.49         | 0.00%             | 2035-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7935729.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1923 | PA      | $10.94        | 0.00%             | 2035-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7939914.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7671 | PA      | $106.14       | 0.00%             | 2035-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7942057.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3066 | PA      | $29.63        | 0.00%             | 2035-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7942180.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2229 | PA      | $14.70        | 0.00%             | 2035-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7944955.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24782 | PA      | $241.66       | 0.00%             | 2036-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Salesforce, Inc.                                                                | Salesforce, Inc.                                                                                  | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    3505000 | PA      | $3499733.32   | 0.13%             | 2033-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7950515.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1304 | PA      | $8.40         | 0.00%             | 2036-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7950936.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1955 | PA      | $885.22       | 0.00%             | 2036-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7951446.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3188 | PA      | $35.62        | 0.00%             | 2036-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Sammons Financial Group, Inc.                                                   | Sammons Financial Group, Inc.                                                                     | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3920626.30   | 0.14%             | 2034-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7960559.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         22 | PA      | $8.98         | 0.00%             | 2036-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7962505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20002 | PA      | $134.64       | 0.00%             | 2036-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7964764.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1606 | PA      | $17.11        | 0.00%             | 2036-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7968350.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1919 | PA      | $14.68        | 0.00%             | 2036-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7969237.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        667 | PA      | $83.06        | 0.00%             | 2036-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7970839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2510 | PA      | $1119.50      | 0.00%             | 2036-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7977115.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1089 | PA      | $8.71         | 0.00%             | 2036-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7978500.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        771 | PA      | $9.74         | 0.00%             | 2036-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7983953.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5877 | PA      | $2716.64      | 0.00%             | 2036-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7984169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24072 | PA      | $270.19       | 0.00%             | 2036-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7984842.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3159 | PA      | $16.93        | 0.00%             | 2036-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7986712.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1216 | PA      | $490.21       | 0.00%             | 2036-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7990281.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9974 | PA      | $90.08        | 0.00%             | 2036-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7993294.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1119 | PA      | $10.12        | 0.00%             | 2036-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7997671.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        580 | PA      | $98.52        | 0.00%             | 2036-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Mesquite Energy, Inc.                                                           | Mesquite Energy, Inc., Escrow Account                                                             | CUSIP: 799ESCAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6000000 | PA      | $30300.00     | 0.00%             | 2023-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8000517.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1021 | PA      | $12.61        | 0.00%             | 2036-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8004096.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      67437 | PA      | $528.67       | 0.00%             | 2036-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8008266.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        232 | PA      | $3.53         | 0.00%             | 2036-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8008601.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6115 | PA      | $92.85        | 0.00%             | 2036-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8010295.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13906 | PA      | $84.70        | 0.00%             | 2036-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8010866.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        528 | PA      | $8.44         | 0.00%             | 2036-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8012825.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        779 | PA      | $82.86        | 0.00%             | 2036-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8015166.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        740 | PA      | $97.51        | 0.00%             | 2036-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8016257.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        238 | PA      | $109.27       | 0.00%             | 2036-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8016541.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4399 | PA      | $56.89        | 0.00%             | 2036-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8020710.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5242 | PA      | $45.88        | 0.00%             | 2036-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8021419.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1975 | PA      | $17.88        | 0.00%             | 2036-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8021596.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2023 | PA      | $33.82        | 0.00%             | 2036-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8021730.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10299 | PA      | $122.87       | 0.00%             | 2036-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8025995.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        943 | PA      | $13.14        | 0.00%             | 2036-01-25      | 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        |    6700000 | PA      | $6675406.04   | 0.24%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8031473.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3422 | PA      | $45.37        | 0.00%             | 2036-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8031599.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        872 | PA      | $156.60       | 0.00%             | 2036-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8037317.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        205 | PA      | $92.96        | 0.00%             | 2036-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8040547.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1219 | PA      | $651.72       | 0.00%             | 2036-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8048220.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        618 | PA      | $11.39        | 0.00%             | 2036-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8050429.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        527 | PA      | $281.81       | 0.00%             | 2036-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8050565.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6532 | PA      | $59.37        | 0.00%             | 2036-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8051888.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1531 | PA      | $13.56        | 0.00%             | 2036-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8052271.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        669 | PA      | $8.54         | 0.00%             | 2036-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8056576.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        668 | PA      | $8.59         | 0.00%             | 2036-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8070315.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        121 | PA      | $57.13        | 0.00%             | 2036-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8073409.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1109 | PA      | $9.97         | 0.00%             | 2036-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8074535.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17750 | PA      | $2666.12      | 0.00%             | 2036-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8076636.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        547 | PA      | $4.25         | 0.00%             | 2036-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8076650.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2948 | PA      | $1395.67      | 0.00%             | 2036-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8083196.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3791 | PA      | $1886.82      | 0.00%             | 2036-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8085032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9808 | PA      | $155.34       | 0.00%             | 2036-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8097211.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1063 | PA      | $508.76       | 0.00%             | 2036-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8098527.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1559 | PA      | $220.05       | 0.00%             | 2036-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8099364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        855 | PA      | $126.23       | 0.00%             | 2036-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8104579.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2671 | PA      | $25.73        | 0.00%             | 2036-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8113190.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2143 | PA      | $69.40        | 0.00%             | 2036-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8117156.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10731 | PA      | $5801.35      | 0.00%             | 2036-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                       | Seagate Data Storage Technology Pte. Ltd.                                                         | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    1600000 | PA      | $1635883.20   | 0.06%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8119065.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3355 | PA      | $34.22        | 0.00%             | 2036-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8122481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12947 | PA      | $2245.14      | 0.00%             | 2036-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8124817.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1528 | PA      | $23.46        | 0.00%             | 2036-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8125247.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2612 | PA      | $40.52        | 0.00%             | 2036-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8137603.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3443 | PA      | $2100.09      | 0.00%             | 2036-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8139332.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        107 | PA      | $47.25        | 0.00%             | 2036-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8139400.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        564 | PA      | $10.26        | 0.00%             | 2036-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8155930.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        651 | PA      | $367.88       | 0.00%             | 2036-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8158885.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        347 | PA      | $176.25       | 0.00%             | 2036-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8162440.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6964 | PA      | $127.30       | 0.00%             | 2036-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8163826.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        676 | PA      | $12.82        | 0.00%             | 2036-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8164934.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        802 | PA      | $414.83       | 0.00%             | 2036-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8165043.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1227 | PA      | $503.10       | 0.00%             | 2036-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8165084.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11638 | PA      | $217.99       | 0.00%             | 2036-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Serbia International Bond                                                       | Serbia Government Bond                                                                            | CUSIP: 817477AG7<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    1880000 | PA      | $1931326.11   | 0.07%             | 2028-05-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                          | Sequoia Mortgage Trust, Series 2025-8, Class A26F                                                 | CUSIP: 81749WCS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1633825 | PA      | $1641078.53   | 0.06%             | 2055-09-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8177398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7486 | PA      | $163.14       | 0.00%             | 2036-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8178539.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9322 | PA      | $178.12       | 0.00%             | 2036-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8180916.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        232 | PA      | $119.77       | 0.00%             | 2036-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8181148.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3453 | PA      | $490.52       | 0.00%             | 2036-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8185295.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        160 | PA      | $102.39       | 0.00%             | 2036-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8185861.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        900 | PA      | $17.66        | 0.00%             | 2036-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8187056.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28286 | PA      | $7450.76      | 0.00%             | 2036-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8190366.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        400 | PA      | $90.36        | 0.00%             | 2036-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8193726.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14703 | PA      | $290.32       | 0.00%             | 2036-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8203270.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1696 | PA      | $1103.18      | 0.00%             | 2036-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8204610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2461 | PA      | $44.98        | 0.00%             | 2036-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8205369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1746 | PA      | $11.98        | 0.00%             | 2036-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8205825.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        290 | PA      | $160.19       | 0.00%             | 2036-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8205976.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3822 | PA      | $986.07       | 0.00%             | 2036-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8206989.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1589 | PA      | $846.58       | 0.00%             | 2036-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8209177.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4860 | PA      | $95.73        | 0.00%             | 2036-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cotiviti, Inc.                                                                  | Cotiviti, Inc., First Lien, New CME Term Loan, B                                                  | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     310139 | PA      | $285715.13    | 0.01%             | 2031-05-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8213268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1115 | PA      | $608.02       | 0.00%             | 2036-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8215602.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        535 | PA      | $366.85       | 0.00%             | 2036-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8216590.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1287 | PA      | $24.86        | 0.00%             | 2036-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8216882.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3816 | PA      | $2211.78      | 0.00%             | 2036-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8221997.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        342 | PA      | $7.40         | 0.00%             | 2036-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8226398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        348 | PA      | $208.69       | 0.00%             | 2036-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8227883.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2327 | PA      | $1472.22      | 0.00%             | 2036-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8228042.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8824 | PA      | $5096.52      | 0.00%             | 2036-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8237680.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9120 | PA      | $5207.46      | 0.00%             | 2036-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8247535.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1830 | PA      | $45.95        | 0.00%             | 2036-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8248806.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8029 | PA      | $4532.42      | 0.00%             | 2036-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8250191.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        267 | PA      | $128.28       | 0.00%             | 2036-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8250977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1943 | PA      | $1364.94      | 0.00%             | 2036-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8255354.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        655 | PA      | $9.84         | 0.00%             | 2036-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8255421.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7188 | PA      | $2436.68      | 0.00%             | 2036-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Quikrete Holdings, Inc.                                                         | Quikrete Holdings, Inc., First Lien, CME Term Loan, B2                                            | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     400116 | PA      | $400990.73    | 0.01%             | 2029-03-19      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8276869.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4242 | PA      | $2946.83      | 0.00%             | 2036-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8277202.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1713 | PA      | $1015.27      | 0.00%             | 2036-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8281860.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3357 | PA      | $148.42       | 0.00%             | 2036-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8283179.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6353 | PA      | $156.83       | 0.00%             | 2036-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8283828.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1079 | PA      | $617.65       | 0.00%             | 2036-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8284751.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         86 | PA      | $51.33        | 0.00%             | 2036-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8284791.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        403 | PA      | $242.07       | 0.00%             | 2036-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8286690.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1636 | PA      | $39.06        | 0.00%             | 2036-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8286845.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1221 | PA      | $28.80        | 0.00%             | 2036-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8287420.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2138 | PA      | $56.89        | 0.00%             | 2036-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8287565.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        553 | PA      | $345.01       | 0.00%             | 2036-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8287641.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4543 | PA      | $205.46       | 0.00%             | 2036-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8288479.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5431 | PA      | $83.55        | 0.00%             | 2036-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Sinclair Television Group, Inc.                                                 | Sinclair Television Group, Inc.                                                                   | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2072430.00   | 0.08%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8298827.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3744 | PA      | $2682.13      | 0.00%             | 2036-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8299881.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1524 | PA      | $1134.82      | 0.00%             | 2036-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8301755.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4584 | PA      | $93.45        | 0.00%             | 2036-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8304151.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2265 | PA      | $59.53        | 0.00%             | 2036-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8304334.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2178 | PA      | $1315.43      | 0.00%             | 2036-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8304649.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2215 | PA      | $46.07        | 0.00%             | 2036-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8308031.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        406 | PA      | $304.51       | 0.00%             | 2036-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Genesee & Wyoming, Inc.                                                         | Genesee & Wyoming, Inc., First Lien, Initial CME Term Loan                                        | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |    2697215 | PA      | $2702569.16   | 0.10%             | 2031-04-10      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8318235.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1382 | PA      | $765.81       | 0.00%             | 2036-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8319657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16364 | PA      | $8055.29      | 0.00%             | 2036-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8322107.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1115 | PA      | $485.00       | 0.00%             | 2036-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8322385.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1082 | PA      | $803.05       | 0.00%             | 2036-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8327713.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        782 | PA      | $593.69       | 0.00%             | 2036-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8329865.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1179 | PA      | $899.33       | 0.00%             | 2036-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8333158.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        418 | PA      | $297.21       | 0.00%             | 2036-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8334093.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2627 | PA      | $1517.68      | 0.00%             | 2036-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Societe Generale SA                                                             | Societe Generale SA                                                                               | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    7200000 | PA      | $7178996.16   | 0.26%             | 2027-06-09      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | Societe Generale SA                                                                               | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    7500000 | PA      | $6762597.75   | 0.25%             | 2032-06-09      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8339247.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8514 | PA      | $148.97       | 0.00%             | 2036-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8340531.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21358 | PA      | $12388.11     | 0.00%             | 2036-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8344345.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2204 | PA      | $1301.67      | 0.00%             | 2036-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8344398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        109 | PA      | $51.03        | 0.00%             | 2036-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8345584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1848 | PA      | $39.98        | 0.00%             | 2036-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8347538.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1605 | PA      | $964.74       | 0.00%             | 2036-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8347967.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2187 | PA      | $1522.84      | 0.00%             | 2036-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8348402.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        328 | PA      | $197.11       | 0.00%             | 2036-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8348640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        675 | PA      | $505.80       | 0.00%             | 2036-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8349157.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5772 | PA      | $113.93       | 0.00%             | 2036-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8351752.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4250 | PA      | $2009.43      | 0.00%             | 2036-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8352758.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      44359 | PA      | $32601.15     | 0.00%             | 2036-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8360828.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8464 | PA      | $4997.38      | 0.00%             | 2036-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8361678.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        234 | PA      | $142.20       | 0.00%             | 2036-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of South Africa                                                        | South Africa Government Bond                                                                      | CUSIP: 836205AW4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1470000 | PA      | $1473960.62   | 0.05%             | 2027-09-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                        | South Africa Government Bond                                                                      | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1530000 | PA      | $1553013.05   | 0.06%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8362642.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4698 | PA      | $2536.49      | 0.00%             | 2036-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SS&C Technologies, Inc.                                                         | SS&C Technologies, Inc., First Lien, CME Term Loan, B8                                            | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |    2600000 | PA      | $2603237.00   | 0.09%             | 2031-05-09      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8367817.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1251 | PA      | $582.01       | 0.00%             | 2036-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8367859.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2964 | PA      | $146.26       | 0.00%             | 2036-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8368633.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        512 | PA      | $259.87       | 0.00%             | 2036-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8370392.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        311 | PA      | $7.15         | 0.00%             | 2036-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8370406.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        135 | PA      | $97.00        | 0.00%             | 2036-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8370594.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        252 | PA      | $120.40       | 0.00%             | 2036-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8370612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4659 | PA      | $97.54        | 0.00%             | 2036-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8372657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4702 | PA      | $2788.38      | 0.00%             | 2036-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8373052.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2470 | PA      | $64.30        | 0.00%             | 2036-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8373371.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3913 | PA      | $100.32       | 0.00%             | 2036-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8373458.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2677 | PA      | $1747.45      | 0.00%             | 2036-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8374700.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3675 | PA      | $2160.95      | 0.00%             | 2036-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8376230.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4232 | PA      | $61.18        | 0.00%             | 2036-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8376661.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1560 | PA      | $38.45        | 0.00%             | 2036-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8381919.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1506 | PA      | $25.86        | 0.00%             | 2036-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8382098.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8174 | PA      | $229.38       | 0.00%             | 2036-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8382493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10128 | PA      | $144.43       | 0.00%             | 2036-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8383275.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        938 | PA      | $722.58       | 0.00%             | 2036-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8383353.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      37881 | PA      | $1008.82      | 0.00%             | 2036-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Core & Main LP                                                                  | Core & Main LP, First Lien, CME Term Loan, D                                                      | CUSIP: 40416VAG0<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |     453446 | PA      | $455239.35    | 0.02%             | 2028-07-27      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8385298.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        208 | PA      | $173.86       | 0.00%             | 2036-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8387911.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2323 | PA      | $1180.80      | 0.00%             | 2036-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8388312.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        618 | PA      | $434.12       | 0.00%             | 2036-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8388466.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        624 | PA      | $387.63       | 0.00%             | 2036-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8390042.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        916 | PA      | $481.57       | 0.00%             | 2036-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8390639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          7 | PA      | $3.54         | 0.00%             | 2036-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8391986.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5055 | PA      | $242.02       | 0.00%             | 2036-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8392372.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3862 | PA      | $195.31       | 0.00%             | 2036-05-18      | 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        |     278276 | PA      | $278536.25    | 0.01%             | 2031-05-30      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8395941.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2108 | PA      | $1099.20      | 0.00%             | 2036-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8396180.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1271 | PA      | $29.31        | 0.00%             | 2036-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8396223.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3884 | PA      | $2151.20      | 0.00%             | 2036-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8398764.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21029 | PA      | $572.24       | 0.00%             | 2036-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8406914.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4280 | PA      | $2721.63      | 0.00%             | 2036-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8408339.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5451 | PA      | $52.23        | 0.00%             | 2036-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8412573.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3263 | PA      | $2212.59      | 0.00%             | 2036-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8414495.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2543 | PA      | $1970.74      | 0.00%             | 2036-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8418827.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      63980 | PA      | $1304.79      | 0.00%             | 2036-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8422169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4809 | PA      | $3358.30      | 0.00%             | 2036-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8423665.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3025 | PA      | $2455.37      | 0.00%             | 2036-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8424605.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3964 | PA      | $2423.52      | 0.00%             | 2036-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Southern Co. (The)                                                              | Southern Co. (The)                                                                                | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4122841.10   | 0.15%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                              | Southern Co. (The)                                                                                | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $6273206.39   | 0.23%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                                  | 1011778 BC ULC, First Lien, CME Term Loan, B5                                                     | CUSIP: C6901LAM9<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |    2700000 | PA      | $2705899.50   | 0.10%             | 2030-09-20      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8431678.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        991 | PA      | $709.69       | 0.00%             | 2036-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8435257.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1285 | PA      | $55.05        | 0.00%             | 2036-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8435782.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1958 | PA      | $37.49        | 0.00%             | 2036-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8436467.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        783 | PA      | $446.29       | 0.00%             | 2036-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8439564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        671 | PA      | $419.53       | 0.00%             | 2026-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8439931.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1480 | PA      | $40.32        | 0.00%             | 2026-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8440181.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1263 | PA      | $595.32       | 0.00%             | 2026-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8444430.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        386 | PA      | $332.62       | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8445397.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12637 | PA      | $223.93       | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8449424.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1146 | PA      | $668.29       | 0.00%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8451575.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20874 | PA      | $971.26       | 0.00%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8452856.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         29 | PA      | $28.76        | 0.00%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| EMRLD Borrower LP                                                               | EMRLD Borrower LP, First Lien, Second Amendment Incremental CME Term Loan                         | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |     218578 | PA      | $219129.48    | 0.01%             | 2031-08-04      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8458127.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19354 | PA      | $344.03       | 0.00%             | 2026-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8461445.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3192 | PA      | $2911.41      | 0.00%             | 2026-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8463484.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9869 | PA      | $172.05       | 0.00%             | 2026-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8463921.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        582 | PA      | $351.21       | 0.00%             | 2026-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8467646.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        915 | PA      | $469.53       | 0.00%             | 2026-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8470455.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        984 | PA      | $22.00        | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8470542.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9729 | PA      | $6555.57      | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8471165.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18441 | PA      | $491.02       | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8476774.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        341 | PA      | $190.95       | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8480113.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        309 | PA      | $156.86       | 0.00%             | 2026-06-11      | 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: 5493001O7RUKEUP5XR11 | Long             | LON              | CORP              | US        |     517472 | PA      | $521352.96    | 0.02%             | 2030-02-22      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8485153.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        786 | PA      | $608.71       | 0.00%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8485522.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13205 | PA      | $253.86       | 0.00%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8488063.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1079 | PA      | $459.04       | 0.00%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8490622.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        855 | PA      | $782.88       | 0.00%             | 2026-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8492444.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        710 | PA      | $651.58       | 0.00%             | 2026-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8496689.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2010 | PA      | $998.34       | 0.00%             | 2026-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8497694.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        584 | PA      | $566.82       | 0.00%             | 2026-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8503138.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1828 | PA      | $39.77        | 0.00%             | 2026-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8506309.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1411 | PA      | $1198.06      | 0.00%             | 2026-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8512865.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21196 | PA      | $545.32       | 0.00%             | 2026-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8520316.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2461 | PA      | $1093.27      | 0.00%             | 2026-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8520522.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        176 | PA      | $125.70       | 0.00%             | 2026-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8523060.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1036 | PA      | $14.50        | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8523082.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3415 | PA      | $59.69        | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8524499.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        594 | PA      | $497.30       | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8525381.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2135 | PA      | $1630.26      | 0.00%             | 2026-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8526175.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        187 | PA      | $105.18       | 0.00%             | 2026-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8530595.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11746 | PA      | $190.58       | 0.00%             | 2026-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8531192.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2730 | PA      | $1666.69      | 0.00%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8533616.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        682 | PA      | $558.45       | 0.00%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8534044.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11141 | PA      | $226.05       | 0.00%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8539874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8313 | PA      | $100.69       | 0.00%             | 2026-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8540718.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3501 | PA      | $88.99        | 0.00%             | 2026-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8546597.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        593 | PA      | $515.01       | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8557100.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2142 | PA      | $30.33        | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8560945.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        568 | PA      | $384.14       | 0.00%             | 2026-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8586236.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        322 | PA      | $315.23       | 0.00%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8590354.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2989 | PA      | $40.37        | 0.00%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8592557.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2028 | PA      | $51.20        | 0.00%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8593881.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         44 | PA      | $42.80        | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8596048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15182 | PA      | $550.77       | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8598300.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         57 | PA      | $57.27        | 0.00%             | 2026-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8598520.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2831 | PA      | $2578.02      | 0.00%             | 2026-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8598846.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2941 | PA      | $2505.03      | 0.00%             | 2026-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8603241.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5719 | PA      | $116.46       | 0.00%             | 2026-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8604154.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26722 | PA      | $17752.27     | 0.00%             | 2026-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8605739.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         63 | PA      | $37.46        | 0.00%             | 2026-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8606413.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5442 | PA      | $99.60        | 0.00%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8608202.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        340 | PA      | $4.44         | 0.00%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8609461.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        159 | PA      | $148.13       | 0.00%             | 2026-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8611635.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1498 | PA      | $1067.09      | 0.00%             | 2026-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8612102.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        903 | PA      | $748.20       | 0.00%             | 2026-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8613403.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1904 | PA      | $1831.86      | 0.00%             | 2026-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8617158.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        645 | PA      | $568.94       | 0.00%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8618340.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        151 | PA      | $56.33        | 0.00%             | 2026-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| StoneX Group, Inc.                                                              | StoneX Group, Inc.                                                                                | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2739328.80   | 0.10%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8621035.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1808 | PA      | $37.31        | 0.00%             | 2026-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8621156.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7890 | PA      | $7075.85      | 0.00%             | 2026-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8624623.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1687 | PA      | $951.44       | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8625055.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1294 | PA      | $20.76        | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8625097.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1551 | PA      | $27.95        | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8625165.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1051 | PA      | $550.28       | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8627433.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2693 | PA      | $1579.57      | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8627682.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1343 | PA      | $1258.72      | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8630113.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3058 | PA      | $43.26        | 0.00%             | 2026-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8630161.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        738 | PA      | $345.23       | 0.00%             | 2026-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8632209.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        348 | PA      | $5.05         | 0.00%             | 2026-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8633174.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        413 | PA      | $202.91       | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8633413.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        860 | PA      | $751.27       | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8633610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         67 | PA      | $59.15        | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8634408.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2896 | PA      | $1875.55      | 0.00%             | 2026-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8635256.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16661 | PA      | $12113.18     | 0.00%             | 2026-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8637462.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4426 | PA      | $3781.03      | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8639095.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18046 | PA      | $11278.69     | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8640249.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2329 | PA      | $1417.39      | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8646055.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        790 | PA      | $617.92       | 0.00%             | 2026-07-23      | 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              | GB        |    2374387 | PA      | $2360508.23   | 0.09%             | 2031-09-30      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8652314.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1492 | PA      | $23.45        | 0.00%             | 2026-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8656818.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2451 | PA      | $1823.21      | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Delta 2 (Lux) SARL                                                              | Delta 2 (Lux) SARL, First Lien, CME Term Loan, B                                                  | CUSIP: L2465BAW6<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |     750000 | PA      | $752437.50    | 0.03%             | 2031-09-30      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8659412.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7284 | PA      | $3876.29      | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8661211.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        130 | PA      | $3.06         | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8662647.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3734 | PA      | $80.20        | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8665558.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2284 | PA      | $1996.43      | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8666384.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15283 | PA      | $11240.82     | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Alpha Generation LLC                                                            | Alpha Generation LLC, First Lien, Initial CME Term Loan, B                                        | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |    2643661 | PA      | $2646912.35   | 0.10%             | 2031-09-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8671964.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6031 | PA      | $2310.97      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8673280.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2193 | PA      | $1728.12      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8674563.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4294 | PA      | $3148.71      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8674744.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        879 | PA      | $446.62       | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Sunoco LP                                                                       | Sunoco LP                                                                                         | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1070576.81   | 0.04%             | 2031-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | Sunoco LP                                                                                         | CUSIP: 86765KAN9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     640000 | PA      | $631738.56    | 0.02%             | 2034-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8677309.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5220 | PA      | $4394.53      | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8680247.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         23 | PA      | $21.88        | 0.00%             | 2026-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8680461.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2569 | PA      | $2371.90      | 0.00%             | 2026-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8684229.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        675 | PA      | $604.48       | 0.00%             | 2026-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8688026.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        291 | PA      | $276.89       | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8689297.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1843 | PA      | $1755.29      | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8692180.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      34128 | PA      | $717.64       | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8693676.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        874 | PA      | $844.01       | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8697792.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5744 | PA      | $112.71       | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8704195.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         69 | PA      | $65.15        | 0.00%             | 2026-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8706579.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7714 | PA      | $5190.57      | 0.00%             | 2026-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8712364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        662 | PA      | $369.21       | 0.00%             | 2026-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8713665.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        951 | PA      | $22.20        | 0.00%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8715175.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        319 | PA      | $267.07       | 0.00%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Synopsys, Inc.                                                                  | Synopsys, Inc.                                                                                    | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    4631000 | PA      | $4633136.65   | 0.17%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8719381.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1820 | PA      | $1659.86      | 0.00%             | 2026-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8720364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1341 | PA      | $938.82       | 0.00%             | 2026-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8722338.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1713 | PA      | $34.50        | 0.00%             | 2026-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8723059.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20170 | PA      | $550.46       | 0.00%             | 2026-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8723864.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9920 | PA      | $230.67       | 0.00%             | 2026-08-12      | 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        |   13400000 | PA      | $13050267.64  | 0.48%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                              | T-Mobile USA, Inc.                                                                                | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $3113867.42   | 0.11%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                              | T-Mobile USA, Inc.                                                                                | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2485000 | PA      | $2432674.47   | 0.09%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TTM Technologies, Inc.                                                          | TTM Technologies, Inc.                                                                            | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1936161.60   | 0.07%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8734472.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3490 | PA      | $46.29        | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8734581.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1610 | PA      | $1339.01      | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8738312.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6129 | PA      | $62.31        | 0.00%             | 2026-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8739327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10390 | PA      | $220.24       | 0.00%             | 2026-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8740399.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6482 | PA      | $4679.68      | 0.00%             | 2026-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8740558.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23179 | PA      | $647.59       | 0.00%             | 2026-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8741215.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5716 | PA      | $1825.90      | 0.00%             | 2026-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Talen Energy Supply LLC                                                         | Talen Energy Supply LLC                                                                           | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2614660.00   | 0.10%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                         | Talen Energy Supply LLC                                                                           | CUSIP: 87422VAP3<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    1740000 | PA      | $1743108.42   | 0.06%             | 2033-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8744200.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2707 | PA      | $1786.65      | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8748954.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2844 | PA      | $2746.74      | 0.00%             | 2026-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                          | Citadel Securities Global Holdings LLC, First Lien, 2024 CME Term Loan                            | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |     696724 | PA      | $700109.91    | 0.03%             | 2031-10-31      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8757027.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3241 | PA      | $67.29        | 0.00%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8757666.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         21 | PA      | $19.60        | 0.00%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8757818.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3346 | PA      | $3146.18      | 0.00%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8760036.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        664 | PA      | $450.03       | 0.00%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Tapestry, Inc.                                                                  | Tapestry, Inc.                                                                                    | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    1820000 | PA      | $1829277.87   | 0.07%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                           | Targa Resources Corp.                                                                             | CUSIP: 87612GAT8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    1320000 | PA      | $1294342.01   | 0.05%             | 2031-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8763721.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2579 | PA      | $1908.69      | 0.00%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8764217.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8186 | PA      | $193.88       | 0.00%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8767996.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7938 | PA      | $144.29       | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8768460.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4904 | PA      | $59.51        | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8769719.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        890 | PA      | $668.54       | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8772121.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6091 | PA      | $4478.83      | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8773308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2766 | PA      | $1425.06      | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8775615.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1993 | PA      | $1302.11      | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8775913.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3961 | PA      | $1877.00      | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8783977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2718 | PA      | $1932.34      | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8784101.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1625 | PA      | $25.37        | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8786222.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        701 | PA      | $443.06       | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8789099.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        409 | PA      | $376.37       | 0.00%             | 2026-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8789983.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9342 | PA      | $205.60       | 0.00%             | 2026-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8793937.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        180 | PA      | $150.81       | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8794574.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        172 | PA      | $79.14        | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8797084.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1553 | PA      | $1429.22      | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8797465.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        333 | PA      | $153.44       | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8797688.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7998 | PA      | $5665.91      | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8798528.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15404 | PA      | $7387.27      | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8799251.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2686 | PA      | $742.41       | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8800909.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1172 | PA      | $1111.11      | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8803185.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6688 | PA      | $121.44       | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8803302.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7833 | PA      | $174.57       | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Tenet Healthcare Corp.                                                          | Tenet Healthcare Corp.                                                                            | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1360000 | PA      | $1375264.64   | 0.05%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8803453.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2970 | PA      | $857.17       | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Terex Corp.                                                                     | Terex Corp.                                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2034434.00   | 0.07%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Minerals Technologies, Inc.                                                     | Minerals Technologies, Inc., First Lien, CME Term Loan, B                                         | CUSIP: 60315GAH1<br>LEI: 549300D3I1QU67GP6403 | Long             | LON              | CORP              | US        |    1000000 | PA      | $1003750.00   | 0.04%             | 2031-11-26      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8808155.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        713 | PA      | $15.20        | 0.00%             | 2026-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8810202.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        433 | PA      | $419.06       | 0.00%             | 2026-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8810676.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1694 | PA      | $692.27       | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8811330.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20477 | PA      | $17057.29     | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8813700.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6146 | PA      | $5625.82      | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8814570.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3206 | PA      | $2791.61      | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8816217.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10239 | PA      | $8467.67      | 0.00%             | 2026-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Charter Communications Operating LLC                                            | Charter Communications Operating LLC, First Lien, CME Term Loan B5                                | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    1097222 | PA      | $1097853.13   | 0.04%             | 2031-12-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8817896.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3728 | PA      | $3307.70      | 0.00%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8819695.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1495 | PA      | $1269.81      | 0.00%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8822169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1927 | PA      | $1732.52      | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8822671.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2827 | PA      | $63.47        | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8823852.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1602 | PA      | $1155.23      | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8824350.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6229 | PA      | $5175.33      | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8824912.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7671 | PA      | $3826.30      | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8825752.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        190 | PA      | $189.26       | 0.00%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8829866.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5460 | PA      | $4003.24      | 0.00%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8830042.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        597 | PA      | $587.32       | 0.00%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                  | Thermo Fisher Scientific, Inc.                                                                    | CUSIP: 883556DJ8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    1380000 | PA      | $1366648.69   | 0.05%             | 2036-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8836466.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1364 | PA      | $921.83       | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8838758.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        419 | PA      | $379.17       | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8841697.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3170 | PA      | $2498.09      | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8842210.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        313 | PA      | $293.91       | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8844470.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        253 | PA      | $244.57       | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8845787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1151 | PA      | $552.30       | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8846019.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1341 | PA      | $26.57        | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8846996.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1684 | PA      | $1474.48      | 0.00%             | 2026-09-16      | 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: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |    2696776 | PA      | $2695428.05   | 0.10%             | 2031-12-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8848129.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7312 | PA      | $4655.82      | 0.00%             | 2026-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDI                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   80470000 | PA      | $551294.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDI                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   69880000 | PA      | $-692787.92   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDI                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   18400000 | PA      | $466856.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDI                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   10230000 | PA      | $65648.24     | 0.00%             |  |  |  | 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        |     101386 | PA      | $80404.83     | 0.00%             | 2031-12-31      | Variable      | 7.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8855947.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1680 | PA      | $39.33        | 0.00%             | 2026-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Flutter Financing BV                                                            | Flutter Financing BV, First Lien, 2024 Refinancing CME Term Loan, B                               | CUSIP: N3313EAG5<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    1300000 | PA      | $1298375.00   | 0.05%             | 2030-12-02      | Variable      | 5.45%                 | 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        |     132848 | PA      | $133499.82    | 0.00%             | 2031-12-15      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8860499.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1554 | PA      | $35.34        | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8862132.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4940 | PA      | $110.06       | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cimpress USA, Inc.                                                              | Cimpress USA, Inc., First Lien, 2024-2 Refinancing CME Term Loan, B1                              | CUSIP: N2014AAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     459268 | PA      | $460990.16    | 0.02%             | 2028-05-17      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8865093.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5963 | PA      | $1790.68      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8865647.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        163 | PA      | $155.71       | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8866511.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6099 | PA      | $1645.12      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8866657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26140 | PA      | $417.08       | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8867817.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        580 | PA      | $12.04        | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8867824.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5060 | PA      | $4146.87      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8869364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1157 | PA      | $712.76       | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8869520.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1371 | PA      | $1339.33      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8870696.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1558 | PA      | $27.20        | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8871615.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2563 | PA      | $2185.78      | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8873146.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3331 | PA      | $3241.78      | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8873449.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2347 | PA      | $2053.77      | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8875640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1015 | PA      | $800.36       | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8876148.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2705 | PA      | $1729.10      | 0.00%             | 2026-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8876611.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2825 | PA      | $2788.82      | 0.00%             | 2026-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8877024.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        948 | PA      | $811.94       | 0.00%             | 2026-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8881760.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1663 | PA      | $1362.51      | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8881961.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        804 | PA      | $798.00       | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8882306.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          1 | PA      | $0.83         | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8886342.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4893 | PA      | $1376.64      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8886794.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8127 | PA      | $6770.19      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8888165.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        767 | PA      | $527.38       | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8888248.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        774 | PA      | $290.68       | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8890340.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3604 | PA      | $2066.80      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8894126.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4659 | PA      | $92.23        | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Toll Brothers Finance Corp.                                                     | Toll Brothers Finance Corp.                                                                       | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4775779.12   | 0.17%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8895373.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1349 | PA      | $1235.18      | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8898743.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        545 | PA      | $362.94       | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8898889.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        746 | PA      | $628.20       | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8898952.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4199 | PA      | $3996.01      | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8903852.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8267 | PA      | $7800.63      | 0.00%             | 2026-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8904946.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        741 | PA      | $718.74       | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8906652.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6028 | PA      | $107.45       | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8908825.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4528 | PA      | $3255.51      | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                     | Toronto-Dominion Bank (The)                                                                       | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    9900000 | PA      | $9954277.05   | 0.36%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8913761.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        894 | PA      | $314.47       | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8913778.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        483 | PA      | $466.25       | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8914772.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1449 | PA      | $1322.84      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Toucan FinCo Ltd. / Toucan FinCo Can, Inc. / Toucan FinCo US LLC                | Toucan FinCo Ltd. / Toucan FinCo Can, Inc. / Toucan FinCo US LLC                                  | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $438558.95    | 0.02%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8916567.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        645 | PA      | $9.94         | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8916787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5743 | PA      | $141.06       | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8918224.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        306 | PA      | $248.32       | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8918904.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4173 | PA      | $3357.81      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8921608.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        711 | PA      | $14.37        | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8922950.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4496 | PA      | $4374.22      | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8923924.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2706 | PA      | $2623.70      | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8925548.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5133 | PA      | $114.86       | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8925868.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        444 | PA      | $214.10       | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8925982.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1877 | PA      | $1672.92      | 0.00%             | 2026-10-03      | 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: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |     766091 | PA      | $770722.18    | 0.03%             | 2032-01-28      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8927566.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6399 | PA      | $107.61       | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8927942.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        753 | PA      | $453.11       | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8928016.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4939 | PA      | $65.43        | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8930299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2286 | PA      | $2270.68      | 0.00%             | 2026-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Transcontinental Gas Pipe Line Co. LLC                                          | Transcontinental Gas Pipe Line Co. LLC                                                            | CUSIP: 893574AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1513730.40   | 0.06%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8935811.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7208 | PA      | $4983.99      | 0.00%             | 2026-10-07      | 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: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |     439451 | PA      | $442802.27    | 0.02%             | 2032-01-23      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8937064.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        925 | PA      | $609.44       | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Transocean International Ltd.                                                   | Transocean International Ltd.                                                                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    2800000 | PA      | $2934024.80   | 0.11%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8939540.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3231 | PA      | $2679.54      | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8940929.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2785 | PA      | $2652.98      | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8942058.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20415 | PA      | $15461.96     | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8942798.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1355 | PA      | $1188.87      | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8942926.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        318 | PA      | $313.46       | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8943220.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9148 | PA      | $233.05       | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8948714.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3433 | PA      | $3039.25      | 0.00%             | 2026-10-10      | 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        |     999911 | PA      | $1002410.95   | 0.04%             | 2028-06-08      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8955300.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        239 | PA      | $202.57       | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Quikrete Holdings, Inc.                                                         | Quikrete Holdings, Inc., First Lien, CME Term Loan, B3                                            | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     273103 | PA      | $273641.47    | 0.01%             | 2032-02-10      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8958970.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2951 | PA      | $2903.31      | 0.00%             | 2026-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8963717.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3668 | PA      | $2566.88      | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Trinitas CLO XVIII Ltd.                                                         | Trinitas CLO XVIII Ltd., Series 2021-18A, Class A1R                                               | CUSIP: 89640LAL6<br>LEI: 2549005HDP7QU1IK5W96 | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $10013904.17  | 0.36%             | 2035-01-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8964612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5657 | PA      | $1536.19      | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8971413.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        550 | PA      | $495.87       | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8977614.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        800 | PA      | $691.75       | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8977675.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        970 | PA      | $15.34        | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8978308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        655 | PA      | $567.77       | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes                                            | Truist Bank Auto Credit-Linked Notes, Series 2025-1, Class B                                      | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2842774 | PA      | $2843213.92   | 0.10%             | 2033-09-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8979331.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1533 | PA      | $1450.20      | 0.00%             | 2026-10-17      | 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        |     392381 | PA      | $394454.41    | 0.01%             | 2030-03-18      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8983195.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1220 | PA      | $553.29       | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8985454.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        293 | PA      | $287.78       | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8985623.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        846 | PA      | $774.86       | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8985653.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        620 | PA      | $283.61       | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8986677.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1852 | PA      | $1680.28      | 0.00%             | 2026-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| County of Tulare CA                                                             | County of Tulare, Series 2018                                                                     | CUSIP: 899154BG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2495000 | PA      | $2377063.85   | 0.09%             | 2037-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                                            | Prime Security Services Borrower LLC, First Lien, 2025 Incremental CME Term Loan, B2              | CUSIP: 03765VAQ3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    1097229 | PA      | $1087370.61   | 0.04%             | 2032-03-08      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8995610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6434 | PA      | $91.49        | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8995697.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9400 | PA      | $6147.82      | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8996846.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3685 | PA      | $3572.56      | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8999514.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1232 | PA      | $1038.32      | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8999594.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1089 | PA      | $743.63       | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Banijay Entertainment SAS                                                       | Banijay Entertainment SAS                                                                         | CUSIP: N/A<br>LEI: 969500CE0IE2EZ5VBG13       | Long             | DBT              | CORP              | FR        |    1200000 | PA      | $1452104.31   | 0.05%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                                              | APi Group DE, Inc., First Lien, 2021 Incremental CME Term Loan                                    | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |    1100000 | PA      | $1104587.00   | 0.04%             | 2029-01-03      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                       | Turkiye Government Bond                                                                           | CUSIP: 900123DA5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    3430000 | PA      | $3368804.89   | 0.12%             | 2031-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 9006035.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        818 | PA      | $797.07       | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 9006269.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20237 | PA      | $320.20       | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 9008810.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2392 | PA      | $2219.97      | 0.00%             | 2026-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 9009247.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2108 | PA      | $1837.18      | 0.00%             | 2026-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 9009735.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10663 | PA      | $7982.65      | 0.00%             | 2026-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 9012361.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1226 | PA      | $1101.05      | 0.00%             | 2026-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DK Crown Holdings, Inc.                                                         | DK Crown Holdings, Inc., First Lien, CME Term Loan, B                                             | CUSIP: 23326SAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1097229 | PA      | $1100274.03   | 0.04%             | 2032-03-04      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                                  | US Foods, Inc.                                                                                    | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2251194.00   | 0.08%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | 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        |     291067 | PA      | $289873.60    | 0.01%             | 2028-04-20      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                   | UniCredit SpA                                                                                     | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    5300000 | PA      | $4885874.59   | 0.18%             | 2032-06-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                             | Peer Holding III BV, First Lien, CME Term Loan, B5B                                               | CUSIP: N6872NAN6<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |     316236 | PA      | $317501.06    | 0.01%             | 2031-07-01      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                        | Energizer Holdings, Inc., First Lien, Initial CME Term Loan                                       | CUSIP: 29267YAW2<br>LEI: 5493000D6NN0V57UME20 | Long             | LON              | CORP              | US        |    1096911 | PA      | $1100564.04   | 0.04%             | 2032-03-19      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                           | Clydesdale Acquisition Holdings, Inc., First Lien, 2025 Incremental Closing Date CME Term Loan, B | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     585040 | PA      | $544368.23    | 0.02%             | 2032-04-01      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                           | Mexico Government Bond                                                                            | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1990000 | PA      | $1771398.50   | 0.06%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Paradigm Parent LLC                                                             | Paradigm Parent LLC, First Lien, Initial CME Term Loan                                            | CUSIP: 69902BAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     248750 | PA      | $217112.73    | 0.01%             | 2032-04-16      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                               | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   40450000 | PA      | $27529701.27  | 1.00%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                               | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   55250000 | PA      | $38851972.38  | 1.41%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                               | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19000000 | PA      | $16753398.39  | 0.61%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                               | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  134700000 | PA      | $119175298.32 | 4.34%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                               | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18500000 | PA      | $16638076.20  | 0.61%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                               | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1105000 | PA      | $1063217.19   | 0.04%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                               | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   37000000 | PA      | $36269394.67  | 1.32%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                               | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   48200000 | PA      | $47464672.37  | 1.73%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                               | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   43700000 | PA      | $43698293.08  | 1.59%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                               | CUSIP: 91282CHB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3500000 | PA      | $3499825.18   | 0.13%             | 2026-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                               | CUSIP: 91282CHU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12100000 | PA      | $12122817.09  | 0.44%             | 2026-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                               | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24000000 | PA      | $24361406.16  | 0.89%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                               | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6930000 | PA      | $7045860.94   | 0.26%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                                  | Univision Communications, Inc.                                                                    | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     500000 | PA      | $517801.50    | 0.02%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                                  | Univision Communications, Inc.                                                                    | CUSIP: 914906BB7<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     385000 | PA      | $387385.25    | 0.01%             | 2033-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                    | Uruguay Government Bond                                                                           | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    2660000 | PA      | $2672768.00   | 0.10%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                       | Uzbekistan Government Bond                                                                        | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    1620000 | PA      | $1739773.65   | 0.06%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| VRTX Trust                                                                      | VRTX Trust, Series 2025-HQ, Class D                                                               | CUSIP: 91835XAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3960000 | PA      | $3960458.57   | 0.14%             | 2042-08-05      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                         | VZ Secured Financing BV                                                                           | CUSIP: 91845AAB1<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $970057.00    | 0.04%             | 2033-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                      | AAdvantage Loyalty IP Ltd., First Lien, 2025 Incremental CME Term Loan                            | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1097229 | PA      | $1094370.94   | 0.04%             | 2032-05-28      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                  | Var Energi ASA                                                                                    | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    9000000 | PA      | $10248673.41  | 0.37%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VEGAS                                                                           | VEGAS, Series 2024-GCS, Class D                                                                   | CUSIP: 92254BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2750000 | PA      | $2734996.00   | 0.10%             | 2036-07-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                              | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     500000 | PA      | $554699.00    | 0.02%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                              | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     900000 | PA      | $1012652.10   | 0.04%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                              | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     730000 | PA      | $776365.95    | 0.03%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Venture 45 CLO Ltd.                                                             | Venture 45 CLO Ltd., Series 2022-45A, Class A1R                                                   | CUSIP: 92326GAS7<br>LEI: 549300ZDR5K71IXJ2M57 | Long             | ABS-CBDO         | CORP              | JE        |   13000000 | PA      | $13019045.65  | 0.47%             | 2035-07-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | Venture Global Calcasieu Pass LLC                                                                 | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2437085.56   | 0.09%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | Venture Global Calcasieu Pass LLC                                                                 | CUSIP: 92328MAF0<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1088913.39   | 0.04%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                        | Venture Global LNG, Inc.                                                                          | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2607760.00   | 0.09%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                    | Verizon Communications, Inc.                                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    8400000 | PA      | $7347286.88   | 0.27%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                    | Verizon Communications, Inc.                                                                      | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     697000 | PA      | $697123.18    | 0.03%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                    | Verizon Communications, Inc.                                                                      | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1386000 | PA      | $1368138.59   | 0.05%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Viavi Solutions, Inc.                                                           | Viavi Solutions, Inc., First Lien, CME Term Loan                                                  | CUSIP: 92555BAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     155709 | PA      | $156731.50    | 0.01%             | 2032-10-18      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                                             | Vertiv Holdings Co.                                                                               | CUSIP: 92537NAA6<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |    2669000 | PA      | $2599221.32   | 0.09%             | 2036-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                                             | Vertiv Holdings Co.                                                                               | CUSIP: 92537NAC2<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |     620000 | PA      | $601706.67    | 0.02%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                      | Verus Securitization Trust, Series 2023-6, Class A1                                               | CUSIP: 92539XAA2<br>LEI: 984500915DDB7T2ACA27 | Long             | ABS-MBS          | CORP              | US        |     363884 | PA      | $365476.42    | 0.01%             | 2068-09-25      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| First Eagle Holdings, Inc.                                                      | First Eagle Holdings, Inc., First Lien, Initial CME Term Loan                                     | CUSIP: 32009UAD9<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |     482834 | PA      | $482298.02    | 0.02%             | 2032-08-16      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC                                                          | Colossus Acquireco LLC, First Lien, Initial CME Term Loan                                         | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |    2697243 | PA      | $2700614.66   | 0.10%             | 2032-07-30      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                      | Verus Securitization Trust, Series 2024-4, Class A1                                               | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-MBS          | CORP              | US        |    1259235 | PA      | $1273186.86   | 0.05%             | 2069-06-25      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                              | VICI Properties LP                                                                                | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5018152.10   | 0.18%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Astoria Energy LLC                                                              | Astoria Energy LLC, First Lien, Advance CME Term Loan, B                                          | CUSIP: 04626LAJ8<br>LEI: 549300BXD26J7I0IPB62 | Long             | LON              | CORP              | US        |     164017 | PA      | $164798.81    | 0.01%             | 2032-06-23      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Aggreko Holdings, Inc.                                                          | Aggreko Holdings, Inc., First Lien, 2025 Amended USD CME Term Loan                                | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | LU        |      87316 | PA      | $87851.15     | 0.00%             | 2031-05-21      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                             | Viking Cruises Ltd.                                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    2030000 | PA      | $2036163.08   | 0.07%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                       | Viper Energy Partners LLC                                                                         | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    1840000 | PA      | $1868949.44   | 0.07%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                 | Virginia Electric and Power Co.                                                                   | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     820000 | PA      | $889500.38    | 0.03%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                 | Virginia Electric and Power Co.                                                                   | CUSIP: 927804GX6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2970000 | PA      | $2896597.07   | 0.11%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                       | Vistra Operations Co. LLC                                                                         | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5889887.16   | 0.21%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                       | Vistra Operations Co. LLC                                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2949021.30   | 0.11%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                       | Vistra Operations Co. LLC                                                                         | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $971036.81    | 0.04%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                                   | Voya CLO Ltd., Series 2016-1A, Class BR                                                           | CUSIP: 92915CAU8<br>LEI: 549300BRUAMTEA33B077 | Long             | ABS-CBDO         | CORP              | KY        |     590000 | PA      | $591986.33    | 0.02%             | 2031-01-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                                   | Voya CLO Ltd., Series 2013-2A, Class A2AR                                                         | CUSIP: 92916WAC3<br>LEI: 5493007ASGBOUR3XJY69 | Long             | ABS-CBDO         | CORP              | KY        |    1760885 | PA      | $1764387.40   | 0.06%             | 2031-04-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                                   | Voya CLO Ltd., Series 2013-2A, Class BR                                                           | CUSIP: 92916WAG4<br>LEI: 5493007ASGBOUR3XJY69 | Long             | ABS-CBDO         | CORP              | KY        |    5770000 | PA      | $5789906.75   | 0.21%             | 2031-04-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                                   | Voya CLO Ltd., Series 2019-3A, Class AR                                                           | CUSIP: 92918FAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1449634 | PA      | $1449657.00   | 0.05%             | 2032-10-17      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                 | WFRBS Commercial Mortgage Trust, Series 2014-C21, Class B                                         | CUSIP: 92939FAX7<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |    2301088 | PA      | $2267600.97   | 0.08%             | 2047-08-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                 | WFRBS Commercial Mortgage Trust, Series 2014-C23, Class B                                         | CUSIP: 92939HBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1881000 | PA      | $1849041.25   | 0.07%             | 2057-10-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| WRKCo, Inc.                                                                     | WRKCo, Inc.                                                                                       | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3168733.32   | 0.12%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Starwood Property Mortgage LLC                                                  | Starwood Property Mortgage LLC, First Lien, CME Term Loan, B5                                     | CUSIP: 85570DAM4<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              | CORP              | US        |     246884 | PA      | $248118.80    | 0.01%             | 2030-01-02      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Greystar Real Estate Partners LLC                                               | Greystar Real Estate Partners LLC, First Lien, CME Term Loan, B3                                  | CUSIP: 39806LAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     362500 | PA      | $363859.38    | 0.01%             | 2030-08-21      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                         | AS Mileage Plan IP Ltd., First Lien, Initial CME Term Loan                                        | CUSIP: G0541TAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     421541 | PA      | $422529.12    | 0.02%             | 2031-10-15      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                                   | Surgery Center Holdings, Inc., First Lien, 2025 Refinancing CME Term Loan                         | CUSIP: 86880NBD4<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |      57487 | PA      | $57706.42     | 0.00%             | 2030-12-19      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                         | Waste Connections, Inc.                                                                           | CUSIP: 94106BAK7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    1895000 | PA      | $1855795.54   | 0.07%             | 2036-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Waste Pro USA, Inc.                                                             | Waste Pro USA, Inc.                                                                               | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     800000 | PA      | $816964.34    | 0.03%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Watco Cos. LLC / Watco Finance Corp.                                            | Watco Cos. LLC / Watco Finance Corp.                                                              | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1768001.70   | 0.06%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                     | Wayfair LLC                                                                                       | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2563532.50   | 0.09%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Deep Blue Operating I LLC                                                       | Deep Blue Operating I LLC, First Lien, Initial CME Term Loan                                      | CUSIP: 24369TAD3<br>LEI: 254900D4FS23P1TU7R69 | Long             | LON              | CORP              | US        |     124304 | PA      | $125080.86    | 0.00%             | 2032-10-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                                                      | TKO Worldwide Holdings LLC, First Lien, CME Term Loan, B5                                         | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |    2629463 | PA      | $2639507.50   | 0.10%             | 2031-11-21      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                 | TransDigm, Inc., First Lien, CME Term Loan, K                                                     | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    1020872 | PA      | $1023603.33   | 0.04%             | 2030-03-22      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials, Inc.                                               | Solstice Advanced Materials, Inc., First Lien, CME Term Loan, B                                   | CUSIP: 83443PAC9<br>LEI: 2138004GZ4H9TW6HK435 | Long             | LON              | CORP              | US        |     225090 | PA      | $226954.87    | 0.01%             | 2032-10-29      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                            | Owens-Brockway Glass Container, Inc., First Lien, CME Term Loan, B1                               | CUSIP: 69074LAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1006577 | PA      | $995253.26    | 0.04%             | 2032-09-30      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                                  | Weatherford International Ltd.                                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    1805000 | PA      | $1873337.01   | 0.07%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                                       | Stonepeak Nile Parent LLC, First Lien, Amendment No. 1 CME Term Loan                              | CUSIP: 86184XAD6<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |    1097250 | PA      | $1102226.03   | 0.04%             | 2032-04-09      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                             | American Axle & Manufacturing, Inc., First Lien, CME Term Loan, C                                 | CUSIP: 02406MBB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     292444 | PA      | $292809.50    | 0.01%             | 2033-02-03      | Variable      | 6.91%                 | No            |                  2 | 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        |    2000000 | PA      | $1958565.00   | 0.07%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2025-5C4, Class AS                                  | CUSIP: 949931AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3517000 | PA      | $3641533.45   | 0.13%             | 2058-05-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2016-C34, Class D                                   | CUSIP: 95000DAL5<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-MBS          | CORP              | US        |    2819995 | PA      | $2754760.56   | 0.10%             | 2049-06-15      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2016-C33, Class D                                   | CUSIP: 95000LAJ2<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |    2482514 | PA      | $2428208.92   | 0.09%             | 2059-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                               | Wells Fargo & Co.                                                                                 | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7400000 | PA      | $7704007.47   | 0.28%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                               | Wells Fargo & Co.                                                                                 | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4475097.75   | 0.16%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2018-C46, Class AS                                  | CUSIP: 95001QAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2363000 | PA      | $2321776.99   | 0.08%             | 2051-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2025-5C3, Class XA                                  | CUSIP: 95004JAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   41712264 | PA      | $1143316.47   | 0.04%             | 2058-01-15      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                        | WESCO Distribution, Inc.                                                                          | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2041870.00   | 0.07%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                          | First Brands Group LLC, First Lien, USD Debtor-In-Possession New Money CME Term Loan              | CUSIP: 31935HAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     276894 | PA      | $68445.52     | 0.00%             | 2026-06-29      | Variable      | 13.66%                | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                          | First Brands Group LLC, First Lien, Debtor-In-Possession Roll Up CME Term Loan                    | CUSIP: 31935HAN7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     705417 | PA      | $2775.82      | 0.00%             | 2026-06-29      | Variable      | 10.66%                | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                 | Live Nation Entertainment, Inc., First Lien, Initial CME Term Loan, B                             | CUSIP: 53803HAY6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |    1000000 | PA      | $1002500.00   | 0.04%             | 2032-10-21      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| CPI Holdco B LLC                                                                | CPI Holdco B LLC, First Lien, 2025 Fourth Amendment Incremental CME Term Loan                     | CUSIP: 1261MAAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1000000 | PA      | $1001020.00   | 0.04%             | 2031-05-19      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                                                     | Chobani LLC, First Lien, Closing Date CME Term Loan                                               | CUSIP: 17026YAL3<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |     271960 | PA      | $273805.01    | 0.01%             | 2032-10-28      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Raising Cane's Restaurants LLC                                                  | Raising Cane's Restaurants LLC, First Lien, First Amendment New CME Term Loan                     | CUSIP: 75101XAQ0<br>LEI: 254900V6ADXFWHYOED66 | Long             | LON              | CORP              | US        |    2697250 | PA      | $2703156.98   | 0.10%             | 2032-11-03      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                                     | QXO Building Products, Inc., First Lien, CME Term Loan, B                                         | CUSIP: 07368RAM3<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |    1100000 | PA      | $1101693.99   | 0.04%             | 2032-04-30      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Wayne-Sanderson Farms LLC                                                       | Wayne-Sanderson Farms LLC, First Lien, CME Term Loan, B                                           | CUSIP: 87114UAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1000000 | PA      | $1001250.00   | 0.04%             | 2032-05-21      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Calpine Construction Finance Co. LP                                             | Calpine Construction Finance Co. LP, First Lien, 2025 Refinancing CME Term Loan                   | CUSIP: 13134NAK7<br>LEI: V0Q3DOB0FIB2XI1KWU77 | Long             | LON              | CORP              | US        |     300000 | PA      | $301354.50    | 0.01%             | 2030-07-31      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                             | Herc Holdings, Inc., First Lien, CME Term Loan, B                                                 | CUSIP: 42705FAF3<br>LEI: 549300TP80QLITMSBP82 | Long             | LON              | CORP              | US        |     463003 | PA      | $465649.37    | 0.02%             | 2032-06-02      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                                                   | Hologic, Inc., First Lien, CME Term Loan, B                                                       | CUSIP: 43644ABL2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     500000 | PA      | $497815.00    | 0.02%             | 2033-04-07      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Radar Bidco SAR                                                                 | Radar Bidco SARL, First Lien, CME Term Loan, B                                                    | CUSIP: L7781HAG4<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |          0 | PA      | $0.00         | 0.00%             | 2031-04-04      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| CQP Holdco LP                                                                   | CQP Holdco LP, First Lien, CME Term Loan, B                                                       | CUSIP: 12657QAF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2700000 | PA      | $2701863.00   | 0.10%             | 2032-12-31      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd.                                                             | Wind River CLO Ltd., Series 2021-4A, Class AR                                                     | CUSIP: 97316UAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6500000 | PA      | $6509143.70   | 0.24%             | 2035-01-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Columbus McKinnon Corp.                                                         | Columbus McKinnon Corp., First Lien, Initial CME Term Loan                                        | CUSIP: 19933MAS2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      63934 | PA      | $64120.96     | 0.00%             | 2033-02-03      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical                                                         | BioMarin Pharmaceutical, Inc., First Lien, CME Term Loan, B                                       | CUSIP: 09075UAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     957291 | PA      | $961182.22    | 0.04%             | 2033-01-28      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                           | United Airlines, Inc., First Lien, CME Term Loan, B                                               | CUSIP: 90932RAQ7<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    1059455 | PA      | $1063761.73   | 0.04%             | 2031-02-24      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| First Student Bidco, Inc.                                                       | First Student Bidco, Inc., First Lien, Initial CME Term Loan, B                                   | CUSIP: 33718FAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1075527 | PA      | $1077318.15   | 0.04%             | 2030-08-15      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| First Student Bidco, Inc.                                                       | First Student Bidco, Inc., First Lien, Initial CME Term Loan, C                                   | CUSIP: 33718FAR1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     196795 | PA      | $197122.39    | 0.01%             | 2030-08-15      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Kleopatra Finco SARL                                                            | Kleopatra Finco SARL, First Lien, Exit CME Term Loan                                              | CUSIP: L5841WAK4<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |          0 | PA      | $0.00         | 0.00%             | 2031-01-30      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Spin Holdco, Inc.                                                               | Spin Holdco, Inc., First Lien, Initial CME Term Loan                                              | CUSIP: 22946QAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     131898 | PA      | $93318.03     | 0.00%             | 2030-09-04      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc                                                                  | TransDigm, Inc., First Lien, CME Term Loan, N                                                     | CUSIP: 89364MCG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1186047 | PA      | $1189349.79   | 0.04%             | 2033-02-14      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                                | WULF Compute LLC                                                                                  | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1310000 | PA      | $1377609.32   | 0.05%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Advantage Sales & Marketing, Inc.                                               | Advantage Sales & Marketing, Inc., First Lien, Exchange CME Term Loan                             | CUSIP: 00769EBC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     280556 | PA      | $230407.86    | 0.01%             | 2030-04-19      | Variable      | 9.93%                 | No            |                  2 | On Loan: No      |
| XPO, Inc.                                                                       | XPO, Inc.                                                                                         | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2087104.00   | 0.08%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                               | Xcel Energy, Inc.                                                                                 | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2855669.79   | 0.10%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                               | Xcel Energy, Inc.                                                                                 | CUSIP: 98389BBA7<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4598273.57   | 0.17%             | 2033-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VSE Corp.                                                                       | VSE Corp., First Lien, CME Term Loan, B                                                           | CUSIP: 92921UAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     150961 | PA      | $151841.56    | 0.01%             | 2033-03-17      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Primo Brands Corp.                                                              | Primo Brands Corp., First Lien, 2026 Refinancing CME Term Loan                                    | CUSIP: 89678QAF3<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |     316298 | PA      | $318657.96    | 0.01%             | 2031-03-31      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                             | Nexstar Media, Inc., First Lien, CME Term Loan, B7                                                | CUSIP: 65336RBF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2685000 | PA      | $2686476.75   | 0.10%             | 2033-03-18      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | Venture Global Calcasieu Pass LLC, First Lien, Initial CME Term Loan                              | CUSIP: 12867PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2652382 | PA      | $2663985.83   | 0.10%             | 2033-04-11      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| WorkCapital BSD SARL                                                            | WorkCapital BSD SARL, Term Loan                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   20000000 | PA      | $0.00         | 0.00%             | 2038-01-01      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991545568.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        477 | PA      | $498.46       | 0.00%             | 2026-08-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991547308.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991547820.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991554237.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991568266.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-12-17      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991573331.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         94 | PA      | $97.70        | 0.00%             | 2026-09-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991576670.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2025-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991577337.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991578090.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2025-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991579043.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1291 | PA      | $1031.98      | 0.00%             | 2027-04-17      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991579317.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         87 | PA      | $91.05        | 0.00%             | 2027-06-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991587677.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        438 | PA      | $464.54       | 0.00%             | 2030-01-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991594819.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-10-17      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991607820.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-12-15      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991613792.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2025-01-27      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991618996.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2025-01-26      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991619508.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991624075.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991638924.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-01-27      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991643179.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-10-17      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991645022.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         37 | PA      | $31.64        | 0.00%             | 2027-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991648817.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-10-17      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991649409.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2025-01-27      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991649795.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2025-01-31      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991651287.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-01-26      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991657182.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2030-01-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991658250.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        100 | PA      | $100.61       | 0.00%             | 2027-01-20      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991662782.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991663324.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         26 | PA      | $26.63        | 0.00%             | 2027-05-29      | Fixed         | 22.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991664635.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2025-01-19      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991664785.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        161 | PA      | $111.17       | 0.00%             | 2027-12-26      | Fixed         | 18.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991667459.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2025-01-25      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991678784.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-02-02      | Fixed         | 14.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991681725.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991682804.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2025-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991683457.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2025-02-02      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991683577.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-01-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991689281.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2025-02-04      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991693097.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        317 | PA      | $21.85        | 0.00%             | 2027-09-20      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991693195.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2025-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991693368.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991695320.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          2 | PA      | $0.14         | 0.00%             | 2031-03-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991695683.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991695760.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2025-01-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705248.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-12-06      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991705543.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2025-01-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991710192.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-01-31      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991713176.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991716805.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        285 | PA      | $290.87       | 0.00%             | 2027-11-08      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991719423.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-01-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991719643.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        150 | PA      | $91.63        | 0.00%             | 2030-08-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991721350.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        516 | PA      | $467.64       | 0.00%             | 2026-08-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991721939.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        325 | PA      | $334.21       | 0.00%             | 2027-02-02      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991727305.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2030-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991727635.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        173 | PA      | $0.00         | 0.00%             | 2027-06-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991729702.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991731025.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-01-26      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991733288.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-12-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991735384.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        360 | PA      | $373.48       | 0.00%             | 2029-06-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991741909.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991742223.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2025-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991747730.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991747772.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991754815.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          9 | PA      | $9.27         | 0.00%             | 2031-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991757963.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-12-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991758368.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          9 | PA      | $9.11         | 0.00%             | 2031-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991760060.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-02-17      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991760937.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991762816.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         35 | PA      | $2.62         | 0.00%             | 2026-06-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991764409.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2025-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991769449.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2025-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991773527.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-01-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991777615.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991782660.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-01-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991782715.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-01-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991783396.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2030-01-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991793218.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-06-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991803197.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-12-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991808749.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-10-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991816825.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-01-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991818350.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2025-02-07      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991824433.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-01-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991830029.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-11-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991844255.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-09-02      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991852313.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991852346.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2030-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991871207.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991875332.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2025-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991876619.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-02-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991883200.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         27 | PA      | $26.83        | 0.00%             | 2031-01-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991884438.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-12-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991891982.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2025-02-07      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991894355.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-02-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991894965.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1363 | PA      | $1397.52      | 0.00%             | 2027-02-03      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991895165.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2025-02-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991909621.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2025-02-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991925238.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2025-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991925769.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-12-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991927325.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-02-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| NRG Energy, Inc.                                                                | NRG Energy, Inc., First Lien, Incremental CME Term Loan, B                                        | CUSIP: 62937NBF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     746199 | PA      | $749836.72    | 0.03%             | 2033-04-15      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Lockton, Inc.                                                                   | Lockton, Inc., First Lien, CME Term Loan, B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2290000 | PA      | $2298587.50   | 0.08%             | 2033-04-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| K2016470219 South Africa Ltd.                                                   | K2016470219 South Africa Ltd.                                                                     | CUSIP: N/A<br>LEI: 378900DECAC8CFA88345       | Long             | DBT              | CORP              | ZA        |   10914248 | PA      | $0.00         | 0.00%             | 2022-12-31      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| K2016470260 South Africa Ltd.                                                   | K2016470260 South Africa Ltd.                                                                     | CUSIP: N/A<br>LEI: 3789003E1C22310B3356       | Long             | DBT              | CORP              | ZA        |    4807777 | PA      | $0.00         | 0.00%             | 2022-12-31      | Fixed         | 25.00%                | No            |                  3 | On Loan: No      |
| Provident Funding Associates LLP                                                | Provident Funding Associates LLP, Series 2021-J1, Class A3                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |    1428306 | PA      | $1277021.59   | 0.05%             | 2049-02-20      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11022370.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1411 | PA      | $1422.00      | 0.00%             | 2026-12-20      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11381442.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4117 | PA      | $4235.48      | 0.00%             | 2026-11-26      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11397497.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6131 | PA      | $6203.51      | 0.00%             | 2027-04-19      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11410185.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6718 | PA      | $6947.99      | 0.00%             | 2027-01-10      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11508449.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6142 | PA      | $6193.51      | 0.00%             | 2027-03-10      | Fixed         | 8.49%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11579549.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5002 | PA      | $5027.59      | 0.00%             | 2026-12-15      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11595106.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2519 | PA      | $2547.02      | 0.00%             | 2027-01-26      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11595260.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        796 | PA      | $803.24       | 0.00%             | 2027-01-30      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11660434.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7372 | PA      | $7633.79      | 0.00%             | 2027-02-04      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11694079.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4130 | PA      | $4161.85      | 0.00%             | 2027-02-05      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11694359.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        141 | PA      | $140.18       | 0.00%             | 2027-02-04      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11694985.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3002 | PA      | $3036.04      | 0.00%             | 2027-01-21      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11709701.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2636 | PA      | $2659.44      | 0.00%             | 2027-02-04      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11722179.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5541 | PA      | $5586.49      | 0.00%             | 2027-02-05      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11723942.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10986 | PA      | $11340.36     | 0.00%             | 2026-12-21      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11725393.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11267 | PA      | $11522.39     | 0.00%             | 2027-02-04      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11738196.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2861 | PA      | $2949.87      | 0.00%             | 2027-02-15      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11740523.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4097 | PA      | $4132.77      | 0.00%             | 2026-12-21      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11742867.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5087 | PA      | $5265.06      | 0.00%             | 2027-02-05      | Fixed         | 23.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11872544.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1828 | PA      | $1866.80      | 0.00%             | 2027-11-25      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12029572.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1207 | PA      | $1217.37      | 0.00%             | 2027-02-24      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12032875.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4648 | PA      | $4694.86      | 0.00%             | 2027-01-16      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12033253.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4091 | PA      | $4260.67      | 0.00%             | 2027-04-24      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12050159.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7592 | PA      | $7671.86      | 0.00%             | 2027-03-07      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12050224.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9017 | PA      | $9087.00      | 0.00%             | 2027-03-01      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12071137.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7040 | PA      | $7253.32      | 0.00%             | 2027-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12097459.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6658 | PA      | $6737.31      | 0.00%             | 2027-05-08      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12105970.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4763 | PA      | $4804.80      | 0.00%             | 2027-03-08      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12106008.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3553 | PA      | $3591.31      | 0.00%             | 2027-03-08      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12107351.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5829 | PA      | $6016.21      | 0.00%             | 2027-03-24      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12116526.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2908 | PA      | $2961.42      | 0.00%             | 2027-01-05      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12133804.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5989 | PA      | $6051.22      | 0.00%             | 2027-04-30      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12155604.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1389 | PA      | $1392.26      | 0.00%             | 2027-03-08      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12158633.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5367 | PA      | $5539.63      | 0.00%             | 2027-03-02      | Fixed         | 23.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12159801.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8933 | PA      | $9202.98      | 0.00%             | 2027-08-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12168636.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4318 | PA      | $4356.09      | 0.00%             | 2027-03-01      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12169743.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6973 | PA      | $7245.02      | 0.00%             | 2027-01-22      | Fixed         | 24.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12175594.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2016 | PA      | $2034.22      | 0.00%             | 2027-09-01      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12176796.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3415 | PA      | $3438.38      | 0.00%             | 2027-10-25      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12186510.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7297 | PA      | $7364.16      | 0.00%             | 2027-01-23      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12199831.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        682 | PA      | $687.59       | 0.00%             | 2036-05-22      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12203395.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3750 | PA      | $1412.39      | 0.00%             | 2027-03-10      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12210087.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11317 | PA      | $11600.96     | 0.00%             | 2027-03-11      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12230901.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11183 | PA      | $11523.67     | 0.00%             | 2027-03-20      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12270745.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7597 | PA      | $7815.80      | 0.00%             | 2027-03-23      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12287335.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5222 | PA      | $5291.62      | 0.00%             | 2027-03-21      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12337990.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1831 | PA      | $1847.72      | 0.00%             | 2027-02-07      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12345892.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2986 | PA      | $3017.34      | 0.00%             | 2027-05-22      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12380981.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2084 | PA      | $2102.50      | 0.00%             | 2027-03-20      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12418630.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4877 | PA      | $5018.11      | 0.00%             | 2027-03-18      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12424835.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9053 | PA      | $9452.26      | 0.00%             | 2027-03-20      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12429877.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8621 | PA      | $8922.37      | 0.00%             | 2027-03-23      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12432804.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7909 | PA      | $7986.01      | 0.00%             | 2027-03-09      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12459776.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7178 | PA      | $7252.77      | 0.00%             | 2027-03-21      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12460903.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8368 | PA      | $8445.96      | 0.00%             | 2027-03-15      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12463831.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2189 | PA      | $2244.78      | 0.00%             | 2027-03-18      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12467297.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6798 | PA      | $6875.91      | 0.00%             | 2027-03-15      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12468566.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13331 | PA      | $13910.11     | 0.00%             | 2027-06-25      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12468743.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        793 | PA      | $795.39       | 0.00%             | 2027-03-24      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15007182.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3584 | PA      | $3637.25      | 0.00%             | 2027-07-11      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15052242.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16801 | PA      | $17087.95     | 0.00%             | 2027-09-13      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15053337.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        841 | PA      | $854.58       | 0.00%             | 2026-07-26      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15053612.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        515 | PA      | $516.90       | 0.00%             | 2026-07-26      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15105817.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6356 | PA      | $6426.51      | 0.00%             | 2027-07-15      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15106325.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        539 | PA      | $540.84       | 0.00%             | 2027-08-28      | Fixed         | 23.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15116487.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6075 | PA      | $6364.09      | 0.00%             | 2027-07-28      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16335651.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1959 | PA      | $1971.15      | 0.00%             | 2026-09-15      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16448250.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2345 | PA      | $2373.72      | 0.00%             | 2027-09-01      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16465567.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5165 | PA      | $5246.82      | 0.00%             | 2027-07-30      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16627732.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9998 | PA      | $10158.23     | 0.00%             | 2027-10-25      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16630984.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1714 | PA      | $1726.60      | 0.00%             | 2026-09-12      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16632155.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5681 | PA      | $5741.44      | 0.00%             | 2027-09-01      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16640455.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7274 | PA      | $7352.94      | 0.00%             | 2027-09-05      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16640475.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5926 | PA      | $5988.10      | 0.00%             | 2027-08-02      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16662334.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8338 | PA      | $8458.11      | 0.00%             | 2027-07-26      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16676570.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7132 | PA      | $7303.36      | 0.00%             | 2027-09-01      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16676602.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1440 | PA      | $1442.45      | 0.00%             | 2026-11-05      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16687847.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6388 | PA      | $6469.95      | 0.00%             | 2027-09-15      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16710569.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2922 | PA      | $2941.02      | 0.00%             | 2026-09-16      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16719236.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1801 | PA      | $1809.24      | 0.00%             | 2026-09-04      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16800634.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22740 | PA      | $2804.80      | 0.00%             | 2027-10-28      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16852920.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12540 | PA      | $12679.11     | 0.00%             | 2027-09-04      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17279512.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1754 | PA      | $1785.02      | 0.00%             | 2026-09-22      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17458875.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1749 | PA      | $1768.95      | 0.00%             | 2027-09-13      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17464221.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1169 | PA      | $1181.49      | 0.00%             | 2026-09-15      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17490395.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11640 | PA      | $11831.91     | 0.00%             | 2027-09-26      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17504832.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1818 | PA      | $1825.61      | 0.00%             | 2027-09-27      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Dominican Republic                                                              | Dominican Republic Government Bond                                                                | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    1540000 | PA      | $1564871.00   | 0.06%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                                    | KazMunayGas National Co. JSC                                                                      | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |    1120000 | PA      | $1140863.77   | 0.04%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                          | Egypt Government Bond                                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    1120000 | PA      | $1151513.52   | 0.04%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                              | Dominican Republic Government Bond                                                                | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    1630000 | PA      | $1541898.50   | 0.06%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Power Finance Corp. Ltd.                                                        | Power Finance Corp. Ltd.                                                                          | CUSIP: 73928RAB2<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | NUSS              | IN        |    1690000 | PA      | $1636729.83   | 0.06%             | 2030-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                               | Corp. Nacional del Cobre de Chile                                                                 | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |    1570000 | PA      | $1495223.73   | 0.05%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                         | Hungary Government Bond                                                                           | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    1680000 | PA      | $1710033.04   | 0.06%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                     | Bank Gospodarstwa Krajowego                                                                       | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |    1560000 | PA      | $1595065.60   | 0.06%             | 2033-05-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Romania                                                                         | Romania Government Bond                                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    1990000 | PA      | $1960872.37   | 0.07%             | 2027-02-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                             | Benin Government Bond                                                                             | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |    1660000 | PA      | $1762611.58   | 0.06%             | 2035-01-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                            | Colombia Government Bond                                                                          | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |    1030000 | PA      | $1189578.19   | 0.04%             | 2030-11-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                           | Guatemala Government Bond                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    2200000 | PA      | $2365000.00   | 0.09%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Brazilian Real                                                                  | Brazilian Real                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | BR        |     112027 | OU      | $22623.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania                                                                         | Romania Government Bond                                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    1960000 | PA      | $2243357.83   | 0.08%             | 2036-02-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                                            | Bulgaria Government Bond                                                                          | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |    1230000 | PA      | $1460424.90   | 0.05%             | 2032-09-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                                            | Bulgaria Government Bond                                                                          | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |     530000 | PA      | $517452.66    | 0.02%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                                          | Kazakhstan Government Bond                                                                        | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |    1890000 | PA      | $1864025.62   | 0.07%             | 2035-04-09      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Republic of Montenegro                                                          | Montenegro Government Bond                                                                        | CUSIP: N/A<br>LEI: 747800V014106FYLL014       | Long             | DBT              | NUSS              | ME        |     990000 | PA      | $1169646.90   | 0.04%             | 2032-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of North Macedonia                                                     | North Macedonia Government Bond                                                                   | CUSIP: N/A<br>LEI: 635400RD1N6RVNCE4958       | Long             | DBT              | NUSS              | MK        |     450000 | PA      | $515181.31    | 0.02%             | 2034-01-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                           | Indonesia Government Bond                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |    1570000 | PA      | $1573672.17   | 0.06%             | 2027-01-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                       | Ivory Coast Government Bond                                                                       | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    2470000 | PA      | $2418580.31   | 0.09%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                         | El Salvador Government Bond                                                                       | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |    1430000 | PA      | $1524401.45   | 0.06%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| EURO                                                                            | EURO                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |     124846 | OU      | $146524.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | U.S. Treasury 5 Year Notes                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        214 | NC      | $-93910.05    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1708283.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        698 | PA      | $604.53       | 0.00%             | 2026-09-14      | Fixed         | 30.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1708581.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        876 | PA      | $862.54       | 0.00%             | 2027-02-14      | Fixed         | 23.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1709045.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        686 | PA      | $146.40       | 0.00%             | 2026-09-14      | Fixed         | 31.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1709237.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        760 | PA      | $748.86       | 0.00%             | 2026-09-14      | Fixed         | 31.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1711817.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        617 | PA      | $607.94       | 0.00%             | 2026-09-20      | Fixed         | 20.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1711888.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2103 | PA      | $2078.63      | 0.00%             | 2027-07-14      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1712567.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        447 | PA      | $440.80       | 0.00%             | 2026-09-14      | Fixed         | 31.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1869707.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2150 | PA      | $2122.55      | 0.00%             | 2026-10-18      | Fixed         | 17.52%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1872558.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        234 | PA      | $230.74       | 0.00%             | 2026-10-18      | Fixed         | 30.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1872622.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        553 | PA      | $546.08       | 0.00%             | 2026-10-18      | Fixed         | 28.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1872975.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1693 | PA      | $120.91       | 0.00%             | 2027-03-18      | Fixed         | 32.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873077.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        494 | PA      | $487.55       | 0.00%             | 2026-10-18      | Fixed         | 25.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873268.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        324 | PA      | $319.67       | 0.00%             | 2026-10-18      | Fixed         | 30.52%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873344.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2403 | PA      | $2371.98      | 0.00%             | 2026-10-18      | Fixed         | 27.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873856.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        904 | PA      | $892.72       | 0.00%             | 2026-10-18      | Fixed         | 20.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873866.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        283 | PA      | $20.13        | 0.00%             | 2027-03-18      | Fixed         | 28.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1873975.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        863 | PA      | $851.99       | 0.00%             | 2026-10-18      | Fixed         | 13.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1874112.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        895 | PA      | $883.17       | 0.00%             | 2026-10-18      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1874208.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        619 | PA      | $610.56       | 0.00%             | 2026-10-18      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1874328.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1363 | PA      | $1348.20      | 0.00%             | 2026-10-18      | Fixed         | 14.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1874429.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        650 | PA      | $641.11       | 0.00%             | 2026-10-18      | Fixed         | 27.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2004957.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        385 | PA      | $379.69       | 0.00%             | 2026-11-09      | Fixed         | 13.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2004995.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1021 | PA      | $1004.77      | 0.00%             | 2026-11-09      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2005025.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1558 | PA      | $1531.75      | 0.00%             | 2026-11-09      | Fixed         | 31.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2005194.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1306 | PA      | $1284.71      | 0.00%             | 2026-11-09      | Fixed         | 29.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2005859.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2752 | PA      | $2706.28      | 0.00%             | 2026-11-09      | Fixed         | 28.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2005908.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        760 | PA      | $748.54       | 0.00%             | 2026-11-09      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2005949.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2979 | PA      | $2925.43      | 0.00%             | 2027-09-24      | Fixed         | 25.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2006513.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        288 | PA      | $283.30       | 0.00%             | 2026-11-09      | Fixed         | 21.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2006658.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1155 | PA      | $1137.49      | 0.00%             | 2026-11-09      | Fixed         | 26.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2006718.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        946 | PA      | $930.07       | 0.00%             | 2026-11-09      | Fixed         | 24.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2007255.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1565 | PA      | $1538.97      | 0.00%             | 2027-04-09      | Fixed         | 28.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2007433.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1305 | PA      | $1283.03      | 0.00%             | 2026-11-24      | Fixed         | 21.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2007576.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        969 | PA      | $951.95       | 0.00%             | 2026-11-09      | Fixed         | 26.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2007802.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13669 | PA      | $13377.57     | 0.00%             | 2027-09-09      | Fixed         | 23.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2008080.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        293 | PA      | $288.27       | 0.00%             | 2026-11-09      | Fixed         | 27.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2008400.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        704 | PA      | $695.49       | 0.00%             | 2026-11-09      | Fixed         | 31.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2008461.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        457 | PA      | $449.68       | 0.00%             | 2027-04-09      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009107.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1191 | PA      | $1170.09      | 0.00%             | 2027-04-09      | Fixed         | 29.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009221.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3104 | PA      | $2344.39      | 0.00%             | 2026-11-12      | Fixed         | 30.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009323.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1265 | PA      | $1244.17      | 0.00%             | 2026-11-09      | Fixed         | 31.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009372.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2448 | PA      | $2417.59      | 0.00%             | 2026-11-09      | Fixed         | 16.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009450.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1516 | PA      | $1489.62      | 0.00%             | 2026-11-09      | Fixed         | 27.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009466.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        224 | PA      | $220.67       | 0.00%             | 2027-04-24      | Fixed         | 29.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009511.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1010 | PA      | $994.20       | 0.00%             | 2026-11-09      | Fixed         | 18.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009687.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1038 | PA      | $1020.63      | 0.00%             | 2026-11-21      | Fixed         | 29.61%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009886.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        722 | PA      | $710.63       | 0.00%             | 2026-11-09      | Fixed         | 22.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2009941.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1499 | PA      | $1473.13      | 0.00%             | 2026-11-09      | Fixed         | 25.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2010280.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2603 | PA      | $2570.78      | 0.00%             | 2026-11-09      | Fixed         | 16.52%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2076082.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2431 | PA      | $2401.07      | 0.00%             | 2026-11-19      | Fixed         | 20.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2076263.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        944 | PA      | $66.33        | 0.00%             | 2026-11-19      | Fixed         | 24.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2076494.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1461 | PA      | $1444.09      | 0.00%             | 2027-04-19      | Fixed         | 27.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2077484.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6043 | PA      | $1915.14      | 0.00%             | 2027-04-19      | Fixed         | 23.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2078513.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2947 | PA      | $2918.02      | 0.00%             | 2026-11-19      | Fixed         | 16.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2080275.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        670 | PA      | $661.98       | 0.00%             | 2026-11-19      | Fixed         | 26.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2080677.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3678 | PA      | $2601.42      | 0.00%             | 2026-12-04      | Fixed         | 18.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2080860.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3142 | PA      | $3100.39      | 0.00%             | 2026-11-19      | Fixed         | 21.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2080998.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        117 | PA      | $116.05       | 0.00%             | 2026-11-19      | Fixed         | 16.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2185665.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2760 | PA      | $197.54       | 0.00%             | 2027-06-08      | Fixed         | 20.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2192438.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3578 | PA      | $3508.85      | 0.00%             | 2027-10-07      | Fixed         | 23.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2195399.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1048 | PA      | $1031.63      | 0.00%             | 2027-05-22      | Fixed         | 29.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2196522.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        761 | PA      | $55.24        | 0.00%             | 2026-12-07      | Fixed         | 23.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2197220.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        932 | PA      | $915.65       | 0.00%             | 2027-05-07      | Fixed         | 29.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2197646.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2680 | PA      | $193.33       | 0.00%             | 2027-01-01      | Fixed         | 16.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2198176.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        610 | PA      | $598.50       | 0.00%             | 2026-12-07      | Fixed         | 29.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2198564.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1776 | PA      | $1111.02      | 0.00%             | 2027-05-07      | Fixed         | 27.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2198593.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1695 | PA      | $121.95       | 0.00%             | 2026-12-07      | Fixed         | 14.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2198673.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7453 | PA      | $4442.77      | 0.00%             | 2027-05-07      | Fixed         | 15.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2198942.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6397 | PA      | $4819.00      | 0.00%             | 2027-05-18      | Fixed         | 24.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2199126.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1480 | PA      | $1455.53      | 0.00%             | 2026-12-15      | Fixed         | 31.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2199186.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        460 | PA      | $451.66       | 0.00%             | 2026-12-09      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2199260.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4204 | PA      | $4138.25      | 0.00%             | 2026-12-07      | Fixed         | 12.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2199311.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        330 | PA      | $324.88       | 0.00%             | 2026-12-08      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2199632.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1179 | PA      | $1158.08      | 0.00%             | 2026-12-07      | Fixed         | 32.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2199793.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1735 | PA      | $1703.93      | 0.00%             | 2026-12-07      | Fixed         | 25.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2199867.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5400 | PA      | $5307.20      | 0.00%             | 2027-05-23      | Fixed         | 13.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2200069.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        774 | PA      | $617.06       | 0.00%             | 2026-12-07      | Fixed         | 28.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2200076.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11318 | PA      | $11116.77     | 0.00%             | 2026-12-13      | Fixed         | 28.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2200085.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        477 | PA      | $34.56        | 0.00%             | 2026-12-08      | Fixed         | 23.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2200263.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4301 | PA      | $4227.38      | 0.00%             | 2026-12-08      | Fixed         | 28.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2200524.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        784 | PA      | $769.55       | 0.00%             | 2026-12-08      | Fixed         | 31.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2200668.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1550 | PA      | $1521.46      | 0.00%             | 2026-12-08      | Fixed         | 24.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2200840.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1868 | PA      | $1835.52      | 0.00%             | 2026-12-08      | Fixed         | 27.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201210.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        342 | PA      | $337.09       | 0.00%             | 2026-12-08      | Fixed         | 12.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201365.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2578 | PA      | $2538.65      | 0.00%             | 2026-12-08      | Fixed         | 14.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201480.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1363 | PA      | $1345.21      | 0.00%             | 2026-12-08      | Fixed         | 19.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201641.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1887 | PA      | $1855.05      | 0.00%             | 2026-12-08      | Fixed         | 29.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2201944.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2347 | PA      | $1433.20      | 0.00%             | 2027-05-08      | Fixed         | 25.52%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2202215.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4165 | PA      | $4106.01      | 0.00%             | 2026-12-08      | Fixed         | 9.76%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2202220.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10488 | PA      | $824.35       | 0.00%             | 2027-05-08      | Fixed         | 20.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2202542.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1665 | PA      | $1637.93      | 0.00%             | 2027-05-08      | Fixed         | 24.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2202543.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        241 | PA      | $237.49       | 0.00%             | 2026-12-08      | Fixed         | 22.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2202691.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        502 | PA      | $493.61       | 0.00%             | 2026-12-08      | Fixed         | 11.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2202866.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        329 | PA      | $228.87       | 0.00%             | 2026-12-08      | Fixed         | 30.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2202975.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2397 | PA      | $160.52       | 0.00%             | 2027-10-08      | Fixed         | 30.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2203128.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        225 | PA      | $221.19       | 0.00%             | 2026-12-08      | Fixed         | 28.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2203290.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        329 | PA      | $323.69       | 0.00%             | 2026-12-08      | Fixed         | 31.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2203667.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3066 | PA      | $3011.94      | 0.00%             | 2026-12-14      | Fixed         | 23.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2204427.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2842 | PA      | $1832.50      | 0.00%             | 2027-04-08      | Fixed         | 30.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2205002.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        744 | PA      | $731.39       | 0.00%             | 2026-12-08      | Fixed         | 31.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2205704.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1127 | PA      | $1108.26      | 0.00%             | 2026-12-18      | Fixed         | 28.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2206534.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        567 | PA      | $558.20       | 0.00%             | 2026-12-08      | Fixed         | 14.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2206862.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        265 | PA      | $260.52       | 0.00%             | 2026-12-08      | Fixed         | 29.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2392367.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        537 | PA      | $528.32       | 0.00%             | 2027-01-11      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2406392.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3126 | PA      | $226.44       | 0.00%             | 2027-12-11      | Fixed         | 23.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2406810.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        761 | PA      | $748.26       | 0.00%             | 2027-01-11      | Fixed         | 7.30%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2406958.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        328 | PA      | $323.40       | 0.00%             | 2027-01-11      | Fixed         | 18.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2406985.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        547 | PA      | $537.39       | 0.00%             | 2027-01-11      | Fixed         | 9.83%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2406988.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1241 | PA      | $1220.36      | 0.00%             | 2027-01-11      | Fixed         | 27.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2407206.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1178 | PA      | $1159.56      | 0.00%             | 2027-01-11      | Fixed         | 13.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2407461.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1187 | PA      | $1167.43      | 0.00%             | 2027-01-11      | Fixed         | 25.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2407472.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9110 | PA      | $8951.28      | 0.00%             | 2027-06-11      | Fixed         | 18.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2407567.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1132 | PA      | $808.80       | 0.00%             | 2027-01-11      | Fixed         | 29.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2407947.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        963 | PA      | $707.18       | 0.00%             | 2027-01-11      | Fixed         | 31.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2408568.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1141 | PA      | $1122.79      | 0.00%             | 2027-01-11      | Fixed         | 29.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2409812.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1188 | PA      | $1167.98      | 0.00%             | 2027-06-11      | Fixed         | 24.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2410081.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2977 | PA      | $215.78       | 0.00%             | 2027-11-11      | Fixed         | 8.78%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2410159.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1008 | PA      | $991.41       | 0.00%             | 2027-01-11      | Fixed         | 27.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2410395.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1100 | PA      | $1082.59      | 0.00%             | 2027-01-11      | Fixed         | 20.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2410499.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        753 | PA      | $740.92       | 0.00%             | 2027-11-16      | Fixed         | 31.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2410751.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1335 | PA      | $1322.06      | 0.00%             | 2027-01-11      | Fixed         | 34.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411010.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1172 | PA      | $1153.41      | 0.00%             | 2027-01-11      | Fixed         | 31.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411046.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2397 | PA      | $1690.46      | 0.00%             | 2027-01-11      | Fixed         | 26.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411228.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1770 | PA      | $1743.67      | 0.00%             | 2027-06-11      | Fixed         | 26.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411293.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        407 | PA      | $400.10       | 0.00%             | 2027-01-11      | Fixed         | 29.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411299.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        430 | PA      | $423.12       | 0.00%             | 2027-01-11      | Fixed         | 30.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411415.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1113 | PA      | $1094.17      | 0.00%             | 2027-01-11      | Fixed         | 9.04%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411466.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        422 | PA      | $416.47       | 0.00%             | 2027-01-11      | Fixed         | 17.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411635.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1061 | PA      | $1044.09      | 0.00%             | 2027-01-11      | Fixed         | 17.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411738.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        439 | PA      | $431.55       | 0.00%             | 2027-01-11      | Fixed         | 31.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411936.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2237 | PA      | $2196.69      | 0.00%             | 2027-06-26      | Fixed         | 13.61%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2411982.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1780 | PA      | $128.11       | 0.00%             | 2027-01-11      | Fixed         | 25.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412083.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1061 | PA      | $1043.46      | 0.00%             | 2027-01-11      | Fixed         | 23.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412502.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3873 | PA      | $3810.80      | 0.00%             | 2027-01-11      | Fixed         | 30.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412786.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1744 | PA      | $1714.76      | 0.00%             | 2027-01-11      | Fixed         | 24.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412839.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2141 | PA      | $2107.03      | 0.00%             | 2027-01-11      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412890.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2300 | PA      | $2259.88      | 0.00%             | 2027-01-11      | Fixed         | 20.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412928.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        480 | PA      | $472.40       | 0.00%             | 2027-01-11      | Fixed         | 25.61%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412942.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1061 | PA      | $1043.66      | 0.00%             | 2027-01-11      | Fixed         | 30.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2413018.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        309 | PA      | $303.31       | 0.00%             | 2027-06-11      | Fixed         | 30.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2413147.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1318 | PA      | $895.92       | 0.00%             | 2027-01-11      | Fixed         | 30.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2413390.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1054 | PA      | $1036.57      | 0.00%             | 2027-01-11      | Fixed         | 30.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2414856.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        172 | PA      | $168.23       | 0.00%             | 2027-01-12      | Fixed         | 6.64%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2415024.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1903 | PA      | $1871.77      | 0.00%             | 2027-01-12      | Fixed         | 19.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2415348.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5146 | PA      | $5062.83      | 0.00%             | 2027-01-19      | Fixed         | 30.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2415964.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        496 | PA      | $312.22       | 0.00%             | 2027-11-12      | Fixed         | 31.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2415990.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6212 | PA      | $4192.80      | 0.00%             | 2027-01-12      | Fixed         | 9.90%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2416140.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        572 | PA      | $563.37       | 0.00%             | 2027-01-12      | Fixed         | 30.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2416362.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        989 | PA      | $973.13       | 0.00%             | 2027-01-12      | Fixed         | 23.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2417403.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1292 | PA      | $1271.77      | 0.00%             | 2027-01-12      | Fixed         | 10.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2417548.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2759 | PA      | $2709.94      | 0.00%             | 2027-01-12      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2418008.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        555 | PA      | $103.11       | 0.00%             | 2027-01-12      | Fixed         | 28.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2418092.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        582 | PA      | $573.17       | 0.00%             | 2027-06-12      | Fixed         | 30.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2418174.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2280 | PA      | $2243.59      | 0.00%             | 2027-01-12      | Fixed         | 25.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2418392.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        523 | PA      | $515.03       | 0.00%             | 2027-01-12      | Fixed         | 30.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2419527.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        271 | PA      | $266.36       | 0.00%             | 2027-01-12      | Fixed         | 33.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2419541.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2300 | PA      | $2260.69      | 0.00%             | 2027-01-12      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2419574.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4267 | PA      | $4197.80      | 0.00%             | 2027-01-12      | Fixed         | 26.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2629864.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        732 | PA      | $576.00       | 0.00%             | 2027-02-15      | Fixed         | 30.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2631141.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3470 | PA      | $3417.87      | 0.00%             | 2027-02-15      | Fixed         | 25.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2631142.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        744 | PA      | $732.24       | 0.00%             | 2027-02-15      | Fixed         | 21.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2631558.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3327 | PA      | $3275.11      | 0.00%             | 2027-02-15      | Fixed         | 15.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2631951.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2252 | PA      | $1720.92      | 0.00%             | 2027-02-15      | Fixed         | 15.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2631968.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        802 | PA      | $789.73       | 0.00%             | 2027-02-15      | Fixed         | 30.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2632183.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1916 | PA      | $1887.82      | 0.00%             | 2027-02-15      | Fixed         | 27.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2632915.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5573 | PA      | $5481.26      | 0.00%             | 2027-07-20      | Fixed         | 24.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2633029.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        301 | PA      | $295.40       | 0.00%             | 2027-02-15      | Fixed         | 9.57%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2633237.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        762 | PA      | $750.22       | 0.00%             | 2027-02-15      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2633604.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        751 | PA      | $740.37       | 0.00%             | 2027-02-15      | Fixed         | 31.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2634310.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3560 | PA      | $2591.77      | 0.00%             | 2027-07-15      | Fixed         | 27.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2634423.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10120 | PA      | $9984.81      | 0.00%             | 2027-07-15      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2634760.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1564 | PA      | $1540.42      | 0.00%             | 2027-02-15      | Fixed         | 26.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2635247.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1712 | PA      | $1684.49      | 0.00%             | 2027-02-15      | Fixed         | 10.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2635531.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2769 | PA      | $2737.89      | 0.00%             | 2027-02-15      | Fixed         | 18.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2635945.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1265 | PA      | $1245.96      | 0.00%             | 2027-02-15      | Fixed         | 17.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2636201.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1483 | PA      | $1459.38      | 0.00%             | 2027-02-28      | Fixed         | 12.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2636711.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2704 | PA      | $2666.35      | 0.00%             | 2027-02-16      | Fixed         | 27.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2637086.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        880 | PA      | $866.49       | 0.00%             | 2027-02-15      | Fixed         | 26.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2637881.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1860 | PA      | $1826.24      | 0.00%             | 2027-07-16      | Fixed         | 14.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2638017.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2306 | PA      | $2273.94      | 0.00%             | 2027-02-16      | Fixed         | 27.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2638060.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        742 | PA      | $732.38       | 0.00%             | 2027-02-16      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2638305.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2484 | PA      | $2457.04      | 0.00%             | 2027-02-16      | Fixed         | 16.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2639130.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        977 | PA      | $962.68       | 0.00%             | 2027-02-16      | Fixed         | 21.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2639361.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        397 | PA      | $391.61       | 0.00%             | 2027-02-16      | Fixed         | 31.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2639691.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6238 | PA      | $6134.79      | 0.00%             | 2027-07-16      | Fixed         | 23.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2639696.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        280 | PA      | $275.88       | 0.00%             | 2027-02-16      | Fixed         | 30.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2639867.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        558 | PA      | $550.28       | 0.00%             | 2027-02-19      | Fixed         | 26.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2640044.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1117 | PA      | $1096.79      | 0.00%             | 2027-02-16      | Fixed         | 9.77%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2640160.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5079 | PA      | $5001.18      | 0.00%             | 2027-02-16      | Fixed         | 14.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2640938.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2637 | PA      | $2597.18      | 0.00%             | 2027-02-16      | Fixed         | 20.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2642053.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1026 | PA      | $1010.83      | 0.00%             | 2027-02-17      | Fixed         | 21.61%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2643411.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2727 | PA      | $2686.11      | 0.00%             | 2027-12-16      | Fixed         | 29.58%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2643607.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11304 | PA      | $11183.41     | 0.00%             | 2027-02-16      | Fixed         | 16.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2643737.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4481 | PA      | $1528.40      | 0.00%             | 2027-02-16      | Fixed         | 23.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2644598.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3239 | PA      | $3194.22      | 0.00%             | 2027-03-01      | Fixed         | 29.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2644628.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        690 | PA      | $681.91       | 0.00%             | 2027-07-24      | Fixed         | 30.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2644630.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2916 | PA      | $2875.63      | 0.00%             | 2027-02-16      | Fixed         | 28.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2645472.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6533 | PA      | $6439.95      | 0.00%             | 2027-07-17      | Fixed         | 26.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2645571.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1063 | PA      | $1049.00      | 0.00%             | 2027-02-17      | Fixed         | 26.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2645588.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        875 | PA      | $749.87       | 0.00%             | 2027-02-17      | Fixed         | 15.61%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2645630.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1906 | PA      | $1879.02      | 0.00%             | 2027-02-17      | Fixed         | 12.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2645675.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6143 | PA      | $6079.79      | 0.00%             | 2027-02-28      | Fixed         | 15.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2645832.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5156 | PA      | $5102.81      | 0.00%             | 2027-05-21      | Fixed         | 18.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2645842.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        773 | PA      | $761.98       | 0.00%             | 2027-02-17      | Fixed         | 30.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1707201.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1757 | PA      | $1737.12      | 0.00%             | 2026-09-14      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1708429.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        381 | PA      | $375.01       | 0.00%             | 2026-09-14      | Fixed         | 20.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1708544.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        761 | PA      | $748.68       | 0.00%             | 2027-02-14      | Fixed         | 12.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1708807.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1202 | PA      | $1188.65      | 0.00%             | 2026-09-14      | Fixed         | 17.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709217.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8173 | PA      | $6383.69      | 0.00%             | 2027-02-14      | Fixed         | 25.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709643.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        499 | PA      | $492.60       | 0.00%             | 2026-09-14      | Fixed         | 20.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709668.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        209 | PA      | $206.10       | 0.00%             | 2026-09-14      | Fixed         | 25.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709686.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2280 | PA      | $2249.52      | 0.00%             | 2026-09-16      | Fixed         | 14.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709773.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         83 | PA      | $82.17        | 0.00%             | 2026-09-14      | Fixed         | 9.10%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1709924.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        420 | PA      | $30.23        | 0.00%             | 2026-09-14      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1710242.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1399 | PA      | $1377.06      | 0.00%             | 2028-09-14      | Fixed         | 16.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1710250.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        823 | PA      | $812.46       | 0.00%             | 2026-09-14      | Fixed         | 9.72%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1710375.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        272 | PA      | $268.15       | 0.00%             | 2026-09-14      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1710379.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          6 | PA      | $5.56         | 0.00%             | 2026-09-14      | Fixed         | 24.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1710592.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        212 | PA      | $182.01       | 0.00%             | 2026-09-14      | Fixed         | 25.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1710981.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1300 | PA      | $1282.09      | 0.00%             | 2026-09-14      | Fixed         | 17.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1711112.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        573 | PA      | $566.71       | 0.00%             | 2026-09-14      | Fixed         | 12.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1711582.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4270 | PA      | $4207.37      | 0.00%             | 2026-09-14      | Fixed         | 25.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1711610.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2981 | PA      | $2940.40      | 0.00%             | 2026-09-14      | Fixed         | 17.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1711626.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2242 | PA      | $2212.72      | 0.00%             | 2026-09-14      | Fixed         | 13.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1711804.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1015 | PA      | $1000.12      | 0.00%             | 2026-09-14      | Fixed         | 9.08%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1712014.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        236 | PA      | $232.20       | 0.00%             | 2026-09-14      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1860167.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        269 | PA      | $223.84       | 0.00%             | 2026-10-18      | Fixed         | 14.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1868887.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2779 | PA      | $1140.50      | 0.00%             | 2026-10-18      | Fixed         | 24.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1870381.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1009 | PA      | $995.50       | 0.00%             | 2026-10-18      | Fixed         | 24.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1870887.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        284 | PA      | $280.59       | 0.00%             | 2026-10-18      | Fixed         | 26.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1872155.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        169 | PA      | $166.69       | 0.00%             | 2026-10-18      | Fixed         | 11.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1872764.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        248 | PA      | $245.09       | 0.00%             | 2026-10-18      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1872784.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1073 | PA      | $1058.26      | 0.00%             | 2026-10-18      | Fixed         | 25.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1872814.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1897 | PA      | $1877.44      | 0.00%             | 2026-10-18      | Fixed         | 16.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1872983.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        548 | PA      | $513.87       | 0.00%             | 2026-10-18      | Fixed         | 19.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873001.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1123 | PA      | $942.24       | 0.00%             | 2026-10-18      | Fixed         | 11.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873090.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        193 | PA      | $190.52       | 0.00%             | 2026-10-18      | Fixed         | 11.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873180.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        161 | PA      | $159.05       | 0.00%             | 2026-10-18      | Fixed         | 24.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873221.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        307 | PA      | $302.60       | 0.00%             | 2026-10-18      | Fixed         | 20.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873304.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        174 | PA      | $171.93       | 0.00%             | 2026-10-18      | Fixed         | 25.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873320.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        282 | PA      | $279.12       | 0.00%             | 2026-10-18      | Fixed         | 16.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873356.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        211 | PA      | $207.89       | 0.00%             | 2026-10-18      | Fixed         | 19.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873408.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        487 | PA      | $480.56       | 0.00%             | 2026-10-18      | Fixed         | 24.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873528.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3114 | PA      | $223.58       | 0.00%             | 2027-03-28      | Fixed         | 25.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873707.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        913 | PA      | $902.70       | 0.00%             | 2026-10-18      | Fixed         | 17.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873820.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        426 | PA      | $420.04       | 0.00%             | 2026-10-18      | Fixed         | 21.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873825.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7565 | PA      | $7460.13      | 0.00%             | 2026-10-18      | Fixed         | 20.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873835.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1407 | PA      | $1227.99      | 0.00%             | 2026-10-18      | Fixed         | 15.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873842.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2149 | PA      | $2120.31      | 0.00%             | 2026-10-18      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873877.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2038 | PA      | $147.76       | 0.00%             | 2027-03-18      | Fixed         | 25.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873953.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9434 | PA      | $795.78       | 0.00%             | 2026-10-18      | Fixed         | 6.89%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874034.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        283 | PA      | $279.61       | 0.00%             | 2026-10-18      | Fixed         | 22.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874151.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        181 | PA      | $179.09       | 0.00%             | 2026-10-18      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874163.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        975 | PA      | $962.26       | 0.00%             | 2026-10-18      | Fixed         | 17.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874238.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1703 | PA      | $1302.19      | 0.00%             | 2027-03-18      | Fixed         | 17.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874280.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4694 | PA      | $4644.81      | 0.00%             | 2026-11-01      | Fixed         | 15.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874284.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1599 | PA      | $1575.14      | 0.00%             | 2027-03-18      | Fixed         | 13.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874369.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1088 | PA      | $1076.44      | 0.00%             | 2026-10-18      | Fixed         | 14.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874416.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4047 | PA      | $3992.88      | 0.00%             | 2026-10-18      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1874548.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2004 | PA      | $1978.45      | 0.00%             | 2027-03-26      | Fixed         | 26.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1947969.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        695 | PA      | $428.45       | 0.00%             | 2027-04-09      | Fixed         | 8.25%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1973640.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5691 | PA      | $405.16       | 0.00%             | 2028-11-09      | Fixed         | 20.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1976857.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1516 | PA      | $1490.59      | 0.00%             | 2026-11-09      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1982018.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        716 | PA      | $704.34       | 0.00%             | 2026-11-09      | Fixed         | 9.85%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2004302.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1023 | PA      | $1004.07      | 0.00%             | 2027-09-24      | Fixed         | 21.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2004674.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3420 | PA      | $3365.42      | 0.00%             | 2027-04-09      | Fixed         | 22.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2004971.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2937 | PA      | $2882.26      | 0.00%             | 2027-04-09      | Fixed         | 25.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2005066.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2293 | PA      | $2258.56      | 0.00%             | 2026-11-09      | Fixed         | 12.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2005313.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11268 | PA      | $11132.04     | 0.00%             | 2027-04-20      | Fixed         | 17.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2005357.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        944 | PA      | $927.92       | 0.00%             | 2026-11-09      | Fixed         | 25.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2005604.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3725 | PA      | $2985.17      | 0.00%             | 2026-11-15      | Fixed         | 7.24%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006252.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        399 | PA      | $391.73       | 0.00%             | 2026-11-09      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006375.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        316 | PA      | $310.71       | 0.00%             | 2026-11-09      | Fixed         | 21.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006397.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1545 | PA      | $1522.39      | 0.00%             | 2026-11-09      | Fixed         | 13.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006518.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        394 | PA      | $388.06       | 0.00%             | 2026-11-09      | Fixed         | 11.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006560.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2395 | PA      | $2354.38      | 0.00%             | 2027-04-09      | Fixed         | 24.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006918.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5207 | PA      | $5126.36      | 0.00%             | 2026-11-09      | Fixed         | 18.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2006933.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1801 | PA      | $1770.70      | 0.00%             | 2027-04-09      | Fixed         | 23.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007001.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        283 | PA      | $278.35       | 0.00%             | 2026-11-09      | Fixed         | 25.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007026.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        342 | PA      | $336.22       | 0.00%             | 2026-11-09      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007046.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        341 | PA      | $335.64       | 0.00%             | 2026-11-09      | Fixed         | 25.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007056.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        475 | PA      | $466.68       | 0.00%             | 2026-11-09      | Fixed         | 24.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007099.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5547 | PA      | $5449.84      | 0.00%             | 2026-11-09      | Fixed         | 20.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007377.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2883 | PA      | $2847.25      | 0.00%             | 2026-11-09      | Fixed         | 19.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2007966.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        340 | PA      | $334.38       | 0.00%             | 2026-11-09      | Fixed         | 18.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008185.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        767 | PA      | $753.63       | 0.00%             | 2026-11-09      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008272.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3282 | PA      | $3241.01      | 0.00%             | 2026-11-09      | Fixed         | 17.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008329.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        867 | PA      | $853.36       | 0.00%             | 2026-11-09      | Fixed         | 10.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008524.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2988 | PA      | $2943.99      | 0.00%             | 2026-11-09      | Fixed         | 14.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008551.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3780 | PA      | $3713.25      | 0.00%             | 2026-11-09      | Fixed         | 20.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008618.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        943 | PA      | $929.02       | 0.00%             | 2026-11-09      | Fixed         | 14.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008677.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1466 | PA      | $1444.46      | 0.00%             | 2026-11-23      | Fixed         | 10.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008691.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        740 | PA      | $729.71       | 0.00%             | 2026-11-09      | Fixed         | 15.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2008772.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1596 | PA      | $1576.48      | 0.00%             | 2026-11-09      | Fixed         | 15.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009034.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        473 | PA      | $464.07       | 0.00%             | 2026-11-09      | Fixed         | 22.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009167.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1918 | PA      | $1885.37      | 0.00%             | 2026-11-09      | Fixed         | 26.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009188.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3071 | PA      | $3027.72      | 0.00%             | 2026-11-09      | Fixed         | 10.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009234.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1091 | PA      | $1076.80      | 0.00%             | 2026-11-09      | Fixed         | 14.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009243.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1609 | PA      | $1589.00      | 0.00%             | 2026-11-09      | Fixed         | 15.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009287.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        915 | PA      | $901.51       | 0.00%             | 2026-11-09      | Fixed         | 14.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009460.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        586 | PA      | $576.54       | 0.00%             | 2026-11-09      | Fixed         | 25.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009468.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2331 | PA      | $2291.14      | 0.00%             | 2026-11-09      | Fixed         | 22.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009558.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9332 | PA      | $9288.45      | 0.00%             | 2028-11-09      | Fixed         | 26.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009631.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2838 | PA      | $2803.48      | 0.00%             | 2027-09-09      | Fixed         | 16.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009665.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1242 | PA      | $1223.22      | 0.00%             | 2026-11-09      | Fixed         | 10.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009697.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        890 | PA      | $876.15       | 0.00%             | 2026-11-15      | Fixed         | 20.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2009837.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        286 | PA      | $280.61       | 0.00%             | 2026-11-09      | Fixed         | 25.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2010047.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1343 | PA      | $1321.35      | 0.00%             | 2026-11-09      | Fixed         | 7.23%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2010117.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        764 | PA      | $750.90       | 0.00%             | 2026-11-23      | Fixed         | 24.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2069545.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        911 | PA      | $898.94       | 0.00%             | 2026-11-19      | Fixed         | 12.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073789.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        654 | PA      | $241.66       | 0.00%             | 2026-11-19      | Fixed         | 17.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2075827.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1808 | PA      | $1786.10      | 0.00%             | 2026-11-19      | Fixed         | 27.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2076557.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7337 | PA      | $7247.93      | 0.00%             | 2027-04-19      | Fixed         | 21.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077136.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2286 | PA      | $420.27       | 0.00%             | 2026-11-19      | Fixed         | 16.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077229.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2940 | PA      | $2899.88      | 0.00%             | 2026-11-19      | Fixed         | 11.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077278.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        237 | PA      | $233.88       | 0.00%             | 2026-11-19      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077767.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1752 | PA      | $1728.78      | 0.00%             | 2026-11-19      | Fixed         | 20.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2077934.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1187 | PA      | $1171.39      | 0.00%             | 2026-11-19      | Fixed         | 15.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2078089.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6295 | PA      | $6210.54      | 0.00%             | 2027-04-19      | Fixed         | 22.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2078364.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        954 | PA      | $944.09       | 0.00%             | 2026-11-20      | Fixed         | 15.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2078541.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        891 | PA      | $878.09       | 0.00%             | 2027-04-19      | Fixed         | 18.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2079001.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1399 | PA      | $1380.49      | 0.00%             | 2026-11-19      | Fixed         | 24.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2079089.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1001 | PA      | $991.14       | 0.00%             | 2026-11-19      | Fixed         | 19.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2079136.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2838 | PA      | $2801.02      | 0.00%             | 2026-11-19      | Fixed         | 19.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2079147.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2655 | PA      | $2628.56      | 0.00%             | 2026-11-19      | Fixed         | 16.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2079526.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1024 | PA      | $771.24       | 0.00%             | 2027-04-19      | Fixed         | 17.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2079683.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        616 | PA      | $607.48       | 0.00%             | 2026-11-19      | Fixed         | 10.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2079790.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1271 | PA      | $1253.16      | 0.00%             | 2026-11-19      | Fixed         | 11.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2079956.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1268 | PA      | $1255.04      | 0.00%             | 2026-12-01      | Fixed         | 14.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2080597.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        398 | PA      | $392.84       | 0.00%             | 2026-11-19      | Fixed         | 22.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2080759.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2192 | PA      | $2162.61      | 0.00%             | 2026-11-19      | Fixed         | 14.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2171699.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1692 | PA      | $1660.87      | 0.00%             | 2026-12-08      | Fixed         | 19.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2192706.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2043 | PA      | $2005.55      | 0.00%             | 2026-12-07      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2194879.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5980 | PA      | $5905.73      | 0.00%             | 2027-05-22      | Fixed         | 17.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2195192.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1129 | PA      | $1115.30      | 0.00%             | 2027-05-15      | Fixed         | 17.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2195672.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2371 | PA      | $2340.52      | 0.00%             | 2026-12-08      | Fixed         | 16.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2195912.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2414 | PA      | $2367.95      | 0.00%             | 2027-05-22      | Fixed         | 25.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2195991.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5404 | PA      | $5389.26      | 0.00%             | 2028-12-07      | Fixed         | 26.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2195995.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        692 | PA      | $680.08       | 0.00%             | 2026-12-07      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196412.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        346 | PA      | $341.95       | 0.00%             | 2026-12-07      | Fixed         | 18.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196542.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2903 | PA      | $1710.87      | 0.00%             | 2027-05-07      | Fixed         | 14.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196680.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1199 | PA      | $1179.12      | 0.00%             | 2026-12-07      | Fixed         | 21.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196775.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        205 | PA      | $201.90       | 0.00%             | 2026-12-19      | Fixed         | 22.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196810.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        934 | PA      | $917.40       | 0.00%             | 2026-12-07      | Fixed         | 7.42%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2196899.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1241 | PA      | $1218.96      | 0.00%             | 2026-12-15      | Fixed         | 24.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197038.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1395 | PA      | $101.03       | 0.00%             | 2027-05-16      | Fixed         | 12.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197183.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        367 | PA      | $360.64       | 0.00%             | 2026-12-07      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197277.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1999 | PA      | $154.71       | 0.00%             | 2026-12-08      | Fixed         | 23.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197655.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        999 | PA      | $980.17       | 0.00%             | 2026-12-07      | Fixed         | 20.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197658.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        895 | PA      | $655.47       | 0.00%             | 2026-12-07      | Fixed         | 13.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197844.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        601 | PA      | $589.19       | 0.00%             | 2026-12-07      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197856.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        906 | PA      | $891.59       | 0.00%             | 2026-12-07      | Fixed         | 11.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2197891.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        940 | PA      | $922.58       | 0.00%             | 2027-05-07      | Fixed         | 23.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198053.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1817 | PA      | $282.72       | 0.00%             | 2027-07-08      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198345.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5774 | PA      | $1153.32      | 0.00%             | 2026-12-07      | Fixed         | 17.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198350.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        139 | PA      | $136.73       | 0.00%             | 2026-12-07      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198376.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4226 | PA      | $4154.50      | 0.00%             | 2026-12-07      | Fixed         | 17.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198446.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8555 | PA      | $8443.40      | 0.00%             | 2026-12-07      | Fixed         | 16.58%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198501.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        640 | PA      | $628.92       | 0.00%             | 2026-12-07      | Fixed         | 8.94%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198546.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        322 | PA      | $316.56       | 0.00%             | 2026-12-07      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199129.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        434 | PA      | $428.25       | 0.00%             | 2026-12-07      | Fixed         | 20.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199248.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2961 | PA      | $2921.88      | 0.00%             | 2026-12-07      | Fixed         | 19.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199726.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1141 | PA      | $1125.70      | 0.00%             | 2026-12-07      | Fixed         | 18.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199814.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1297 | PA      | $1273.01      | 0.00%             | 2026-12-07      | Fixed         | 25.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199874.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1683 | PA      | $1650.85      | 0.00%             | 2026-12-07      | Fixed         | 22.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199879.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2346 | PA      | $961.34       | 0.00%             | 2026-12-07      | Fixed         | 16.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2199997.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        655 | PA      | $644.38       | 0.00%             | 2026-12-07      | Fixed         | 14.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200110.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1768 | PA      | $1446.08      | 0.00%             | 2026-12-16      | Fixed         | 25.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200210.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6477 | PA      | $460.62       | 0.00%             | 2026-12-07      | Fixed         | 24.56%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200250.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        872 | PA      | $857.84       | 0.00%             | 2026-12-07      | Fixed         | 13.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200406.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        825 | PA      | $814.87       | 0.00%             | 2026-12-08      | Fixed         | 17.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200418.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1407 | PA      | $1384.33      | 0.00%             | 2026-12-08      | Fixed         | 24.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200437.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        472 | PA      | $463.89       | 0.00%             | 2026-12-08      | Fixed         | 17.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200528.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        694 | PA      | $683.32       | 0.00%             | 2026-12-08      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200539.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1183 | PA      | $1161.50      | 0.00%             | 2026-12-08      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200543.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        979 | PA      | $963.58       | 0.00%             | 2026-12-08      | Fixed         | 14.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200600.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1677 | PA      | $1156.35      | 0.00%             | 2027-10-23      | Fixed         | 11.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200624.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        410 | PA      | $403.71       | 0.00%             | 2026-12-08      | Fixed         | 22.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200752.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        213 | PA      | $209.27       | 0.00%             | 2026-12-08      | Fixed         | 24.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200873.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1504 | PA      | $1480.93      | 0.00%             | 2026-12-08      | Fixed         | 11.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200884.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1307 | PA      | $1286.41      | 0.00%             | 2026-12-08      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2200918.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        687 | PA      | $675.51       | 0.00%             | 2026-12-08      | Fixed         | 8.74%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201100.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1508 | PA      | $1478.47      | 0.00%             | 2026-12-08      | Fixed         | 5.82%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201126.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1493 | PA      | $1472.90      | 0.00%             | 2026-12-08      | Fixed         | 7.87%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201272.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1407 | PA      | $1381.28      | 0.00%             | 2027-05-08      | Fixed         | 16.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201499.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3493 | PA      | $254.97       | 0.00%             | 2026-12-17      | Fixed         | 21.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201626.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1425 | PA      | $102.59       | 0.00%             | 2027-11-08      | Fixed         | 25.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201701.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1240 | PA      | $1221.04      | 0.00%             | 2026-12-08      | Fixed         | 14.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201790.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        557 | PA      | $548.19       | 0.00%             | 2026-12-08      | Fixed         | 20.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201833.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        972 | PA      | $956.79       | 0.00%             | 2026-12-08      | Fixed         | 19.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201870.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        570 | PA      | $560.59       | 0.00%             | 2026-12-08      | Fixed         | 17.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2201876.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        236 | PA      | $231.50       | 0.00%             | 2026-12-08      | Fixed         | 24.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202159.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8409 | PA      | $8213.42      | 0.00%             | 2027-10-08      | Fixed         | 13.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202316.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        579 | PA      | $210.90       | 0.00%             | 2026-12-08      | Fixed         | 18.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202382.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        388 | PA      | $381.44       | 0.00%             | 2026-12-08      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202534.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2634 | PA      | $2593.01      | 0.00%             | 2026-12-08      | Fixed         | 13.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202653.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2339 | PA      | $2308.96      | 0.00%             | 2026-12-08      | Fixed         | 17.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202707.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        677 | PA      | $668.32       | 0.00%             | 2026-12-08      | Fixed         | 11.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202867.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        694 | PA      | $158.05       | 0.00%             | 2026-12-08      | Fixed         | 13.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2202911.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1255 | PA      | $1234.30      | 0.00%             | 2026-12-14      | Fixed         | 21.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203117.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1519 | PA      | $1495.39      | 0.00%             | 2026-12-17      | Fixed         | 13.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203172.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1795 | PA      | $1767.27      | 0.00%             | 2026-12-08      | Fixed         | 14.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203217.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        391 | PA      | $384.52       | 0.00%             | 2027-05-08      | Fixed         | 25.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203266.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1058 | PA      | $1038.55      | 0.00%             | 2026-12-08      | Fixed         | 21.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203269.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        835 | PA      | $824.19       | 0.00%             | 2026-12-08      | Fixed         | 16.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203293.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        351 | PA      | $345.46       | 0.00%             | 2026-12-08      | Fixed         | 22.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203340.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        882 | PA      | $64.46        | 0.00%             | 2027-10-08      | Fixed         | 21.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203346.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1257 | PA      | $1241.23      | 0.00%             | 2026-12-08      | Fixed         | 19.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203381.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1994 | PA      | $1968.62      | 0.00%             | 2027-05-23      | Fixed         | 18.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203382.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1527 | PA      | $1498.01      | 0.00%             | 2026-12-08      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203557.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        132 | PA      | $129.56       | 0.00%             | 2026-12-08      | Fixed         | 23.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203685.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        707 | PA      | $694.17       | 0.00%             | 2026-12-08      | Fixed         | 21.52%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203740.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        710 | PA      | $697.64       | 0.00%             | 2027-05-08      | Fixed         | 19.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203741.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4128 | PA      | $4043.43      | 0.00%             | 2027-05-23      | Fixed         | 7.33%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203856.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12256 | PA      | $883.10       | 0.00%             | 2027-05-08      | Fixed         | 13.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203876.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4698 | PA      | $3362.94      | 0.00%             | 2026-12-08      | Fixed         | 17.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2203888.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        543 | PA      | $534.29       | 0.00%             | 2026-12-08      | Fixed         | 15.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204118.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6251 | PA      | $6139.92      | 0.00%             | 2027-05-08      | Fixed         | 23.56%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204236.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        353 | PA      | $346.18       | 0.00%             | 2026-12-08      | Fixed         | 25.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204272.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        188 | PA      | $184.53       | 0.00%             | 2026-12-08      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204377.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2614 | PA      | $2582.38      | 0.00%             | 2028-12-08      | Fixed         | 25.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204385.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        262 | PA      | $257.48       | 0.00%             | 2026-12-08      | Fixed         | 25.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204440.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        254 | PA      | $249.95       | 0.00%             | 2026-12-08      | Fixed         | 24.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204624.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8815 | PA      | $5509.34      | 0.00%             | 2027-05-08      | Fixed         | 23.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2204897.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11416 | PA      | $8380.39      | 0.00%             | 2027-05-23      | Fixed         | 23.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205258.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        504 | PA      | $496.46       | 0.00%             | 2026-12-08      | Fixed         | 10.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205432.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4228 | PA      | $4174.10      | 0.00%             | 2026-12-08      | Fixed         | 15.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205436.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13386 | PA      | $2060.93      | 0.00%             | 2027-05-08      | Fixed         | 16.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205529.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1520 | PA      | $1493.03      | 0.00%             | 2026-12-08      | Fixed         | 25.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205661.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2006 | PA      | $1974.99      | 0.00%             | 2026-12-08      | Fixed         | 11.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205691.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9261 | PA      | $670.17       | 0.00%             | 2027-05-08      | Fixed         | 16.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2205970.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        471 | PA      | $463.75       | 0.00%             | 2026-12-08      | Fixed         | 14.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2206114.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        385 | PA      | $380.10       | 0.00%             | 2026-12-08      | Fixed         | 17.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2206413.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1024 | PA      | $1007.72      | 0.00%             | 2026-12-08      | Fixed         | 7.44%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2206448.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1778 | PA      | $1751.61      | 0.00%             | 2026-12-19      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2206615.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8166 | PA      | $4427.66      | 0.00%             | 2027-10-08      | Fixed         | 25.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2206619.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1621 | PA      | $1592.75      | 0.00%             | 2026-12-08      | Fixed         | 25.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2206634.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        444 | PA      | $436.36       | 0.00%             | 2026-12-08      | Fixed         | 21.58%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2206744.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7052 | PA      | $6933.05      | 0.00%             | 2027-05-28      | Fixed         | 13.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2389418.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1658 | PA      | $563.53       | 0.00%             | 2027-01-12      | Fixed         | 22.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2402399.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4602 | PA      | $4506.78      | 0.00%             | 2027-01-11      | Fixed         | 6.09%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2402757.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1055 | PA      | $1034.69      | 0.00%             | 2027-01-12      | Fixed         | 6.51%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2406959.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        416 | PA      | $408.54       | 0.00%             | 2027-01-11      | Fixed         | 25.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2406982.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2170 | PA      | $1501.23      | 0.00%             | 2027-01-11      | Fixed         | 17.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2406986.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1033 | PA      | $1020.33      | 0.00%             | 2027-01-11      | Fixed         | 16.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2407160.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3753 | PA      | $3708.13      | 0.00%             | 2027-01-11      | Fixed         | 18.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2407187.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        891 | PA      | $874.93       | 0.00%             | 2027-01-11      | Fixed         | 8.85%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2407285.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1233 | PA      | $430.64       | 0.00%             | 2027-01-11      | Fixed         | 17.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2407644.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        890 | PA      | $874.93       | 0.00%             | 2027-01-11      | Fixed         | 21.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2407824.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        975 | PA      | $958.36       | 0.00%             | 2027-01-11      | Fixed         | 25.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2407955.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2542 | PA      | $181.90       | 0.00%             | 2027-08-11      | Fixed         | 27.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2408318.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1184 | PA      | $1162.02      | 0.00%             | 2027-06-11      | Fixed         | 10.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2408660.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1208 | PA      | $1185.86      | 0.00%             | 2027-01-11      | Fixed         | 7.61%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2408774.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        796 | PA      | $786.57       | 0.00%             | 2027-01-11      | Fixed         | 14.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2408843.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        427 | PA      | $420.76       | 0.00%             | 2027-01-11      | Fixed         | 14.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2409231.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1381 | PA      | $250.72       | 0.00%             | 2027-01-11      | Fixed         | 26.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2409743.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3098 | PA      | $1992.56      | 0.00%             | 2027-01-12      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2409821.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1073 | PA      | $1055.78      | 0.00%             | 2027-01-11      | Fixed         | 14.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2409900.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        208 | PA      | $204.93       | 0.00%             | 2027-01-11      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410292.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        642 | PA      | $631.46       | 0.00%             | 2027-01-12      | Fixed         | 7.30%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410324.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3988 | PA      | $3925.25      | 0.00%             | 2027-01-11      | Fixed         | 14.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410494.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4230 | PA      | $4178.31      | 0.00%             | 2027-01-16      | Fixed         | 17.56%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410622.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1105 | PA      | $1086.66      | 0.00%             | 2027-01-11      | Fixed         | 23.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410685.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1914 | PA      | $1248.74      | 0.00%             | 2027-01-11      | Fixed         | 9.48%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410765.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1512 | PA      | $1493.38      | 0.00%             | 2027-01-11      | Fixed         | 18.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2410907.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        808 | PA      | $794.39       | 0.00%             | 2027-01-11      | Fixed         | 21.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411009.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5848 | PA      | $5726.41      | 0.00%             | 2027-01-11      | Fixed         | 5.26%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411458.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        404 | PA      | $396.89       | 0.00%             | 2027-01-11      | Fixed         | 10.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411491.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        131 | PA      | $129.02       | 0.00%             | 2027-01-11      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411596.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        969 | PA      | $954.15       | 0.00%             | 2027-01-11      | Fixed         | 13.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411740.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        382 | PA      | $376.26       | 0.00%             | 2027-01-12      | Fixed         | 25.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411780.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        142 | PA      | $52.40        | 0.00%             | 2027-01-11      | Fixed         | 25.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411840.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6377 | PA      | $4384.15      | 0.00%             | 2027-01-11      | Fixed         | 17.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2411973.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        310 | PA      | $305.23       | 0.00%             | 2027-01-11      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412100.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1274 | PA      | $1254.15      | 0.00%             | 2027-01-11      | Fixed         | 13.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412142.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4937 | PA      | $4837.56      | 0.00%             | 2027-04-26      | Fixed         | 8.74%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412345.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        628 | PA      | $617.99       | 0.00%             | 2027-01-11      | Fixed         | 18.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412374.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2657 | PA      | $2609.68      | 0.00%             | 2027-01-11      | Fixed         | 19.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412468.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13688 | PA      | $7648.62      | 0.00%             | 2027-06-11      | Fixed         | 7.67%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412621.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        826 | PA      | $816.40       | 0.00%             | 2027-01-11      | Fixed         | 16.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412785.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        351 | PA      | $345.12       | 0.00%             | 2027-01-11      | Fixed         | 7.81%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412874.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1994 | PA      | $579.65       | 0.00%             | 2027-06-11      | Fixed         | 8.03%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2412901.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4199 | PA      | $2370.16      | 0.00%             | 2027-06-11      | Fixed         | 8.44%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413044.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1565 | PA      | $1540.01      | 0.00%             | 2027-01-11      | Fixed         | 11.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413229.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7138 | PA      | $7008.74      | 0.00%             | 2027-06-11      | Fixed         | 11.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413373.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16202 | PA      | $1173.93      | 0.00%             | 2027-06-11      | Fixed         | 23.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413379.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4723 | PA      | $4644.28      | 0.00%             | 2027-01-18      | Fixed         | 24.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413519.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3805 | PA      | $3730.38      | 0.00%             | 2027-01-11      | Fixed         | 6.19%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413560.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        870 | PA      | $855.86       | 0.00%             | 2027-01-11      | Fixed         | 25.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413593.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4860 | PA      | $352.47       | 0.00%             | 2029-04-11      | Fixed         | 23.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413727.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        871 | PA      | $304.32       | 0.00%             | 2027-01-11      | Fixed         | 8.61%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413887.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1090 | PA      | $1073.20      | 0.00%             | 2027-01-12      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2413945.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4069 | PA      | $4004.69      | 0.00%             | 2027-01-11      | Fixed         | 10.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414153.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        436 | PA      | $427.41       | 0.00%             | 2027-01-12      | Fixed         | 7.51%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414253.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1650 | PA      | $1630.31      | 0.00%             | 2027-01-12      | Fixed         | 16.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414275.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6394 | PA      | $6285.91      | 0.00%             | 2027-01-12      | Fixed         | 9.91%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414473.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        178 | PA      | $175.90       | 0.00%             | 2027-01-12      | Fixed         | 16.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414553.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4409 | PA      | $2994.06      | 0.00%             | 2027-01-12      | Fixed         | 14.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414595.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1299 | PA      | $1275.37      | 0.00%             | 2027-01-12      | Fixed         | 7.05%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414718.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        744 | PA      | $732.31       | 0.00%             | 2027-01-12      | Fixed         | 10.85%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414777.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        312 | PA      | $306.52       | 0.00%             | 2027-01-12      | Fixed         | 25.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414779.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        757 | PA      | $745.75       | 0.00%             | 2027-01-12      | Fixed         | 11.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414801.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1851 | PA      | $1813.10      | 0.00%             | 2027-01-12      | Fixed         | 6.11%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2414926.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5739 | PA      | $5636.04      | 0.00%             | 2027-01-12      | Fixed         | 9.43%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2415306.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2529 | PA      | $2488.21      | 0.00%             | 2027-01-12      | Fixed         | 24.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2415490.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6033 | PA      | $435.84       | 0.00%             | 2027-06-12      | Fixed         | 12.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2416695.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        777 | PA      | $760.51       | 0.00%             | 2027-01-12      | Fixed         | 6.86%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2416737.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        750 | PA      | $511.32       | 0.00%             | 2027-06-12      | Fixed         | 23.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2416784.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        343 | PA      | $335.67       | 0.00%             | 2027-01-12      | Fixed         | 6.53%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2417012.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        322 | PA      | $316.13       | 0.00%             | 2027-01-12      | Fixed         | 10.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2417088.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1756 | PA      | $1735.97      | 0.00%             | 2027-02-12      | Fixed         | 15.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2417199.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6731 | PA      | $6618.09      | 0.00%             | 2027-01-12      | Fixed         | 7.43%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2417581.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        919 | PA      | $908.63       | 0.00%             | 2027-01-12      | Fixed         | 17.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2417691.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3918 | PA      | $3838.21      | 0.00%             | 2027-01-12      | Fixed         | 7.69%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2417990.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8704 | PA      | $8548.93      | 0.00%             | 2027-01-12      | Fixed         | 7.34%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2418009.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2159 | PA      | $2120.85      | 0.00%             | 2027-01-12      | Fixed         | 9.08%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2418100.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4011 | PA      | $3950.97      | 0.00%             | 2027-01-12      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2418684.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        722 | PA      | $710.34       | 0.00%             | 2027-01-12      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2418697.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1820 | PA      | $287.64       | 0.00%             | 2027-06-12      | Fixed         | 22.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2418737.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        678 | PA      | $663.97       | 0.00%             | 2027-01-16      | Fixed         | 5.93%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2418799.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2073 | PA      | $2030.20      | 0.00%             | 2027-01-12      | Fixed         | 6.56%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2418960.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4052 | PA      | $4004.55      | 0.00%             | 2027-01-12      | Fixed         | 15.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2419353.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6312 | PA      | $6215.18      | 0.00%             | 2027-01-12      | Fixed         | 12.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2419361.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        256 | PA      | $251.05       | 0.00%             | 2027-01-12      | Fixed         | 6.41%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2419563.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5683 | PA      | $5595.97      | 0.00%             | 2027-01-27      | Fixed         | 14.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2420474.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3126 | PA      | $3078.68      | 0.00%             | 2027-01-12      | Fixed         | 16.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2628258.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3320 | PA      | $3268.27      | 0.00%             | 2027-02-16      | Fixed         | 10.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2629665.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1972 | PA      | $1547.73      | 0.00%             | 2027-02-15      | Fixed         | 24.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2630147.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8435 | PA      | $8301.85      | 0.00%             | 2027-02-15      | Fixed         | 12.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2630774.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        791 | PA      | $773.41       | 0.00%             | 2027-02-15      | Fixed         | 8.69%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2631332.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1073 | PA      | $1055.72      | 0.00%             | 2027-02-15      | Fixed         | 13.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2631621.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11526 | PA      | $11330.99     | 0.00%             | 2029-02-15      | Fixed         | 15.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2631819.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4432 | PA      | $4364.76      | 0.00%             | 2027-02-16      | Fixed         | 22.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2631893.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        892 | PA      | $878.56       | 0.00%             | 2027-02-15      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2632154.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6139 | PA      | $6046.72      | 0.00%             | 2027-02-15      | Fixed         | 25.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2632212.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        950 | PA      | $936.10       | 0.00%             | 2027-02-15      | Fixed         | 21.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2632551.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2228 | PA      | $2178.80      | 0.00%             | 2027-02-15      | Fixed         | 5.37%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2632724.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1485 | PA      | $246.49       | 0.00%             | 2027-02-15      | Fixed         | 14.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2632779.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1305 | PA      | $1275.78      | 0.00%             | 2027-02-15      | Fixed         | 5.63%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2633167.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2466 | PA      | $2428.66      | 0.00%             | 2027-07-15      | Fixed         | 24.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2633374.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3665 | PA      | $3583.40      | 0.00%             | 2027-02-22      | Fixed         | 7.21%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2633434.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2529 | PA      | $2516.97      | 0.00%             | 2029-02-15      | Fixed         | 17.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2633500.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1281 | PA      | $1260.79      | 0.00%             | 2027-02-15      | Fixed         | 22.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2633648.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2347 | PA      | $2320.47      | 0.00%             | 2027-02-15      | Fixed         | 20.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2633836.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2281 | PA      | $2243.99      | 0.00%             | 2027-02-15      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2634268.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        584 | PA      | $575.37       | 0.00%             | 2027-02-15      | Fixed         | 25.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2634591.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        288 | PA      | $283.19       | 0.00%             | 2027-02-15      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2634677.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1053 | PA      | $1036.73      | 0.00%             | 2027-02-15      | Fixed         | 25.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2635199.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1667 | PA      | $1641.67      | 0.00%             | 2027-02-15      | Fixed         | 26.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2635221.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1285 | PA      | $1266.41      | 0.00%             | 2027-02-15      | Fixed         | 15.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2635238.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7786 | PA      | $7735.35      | 0.00%             | 2029-02-15      | Fixed         | 13.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2635424.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9059 | PA      | $8957.75      | 0.00%             | 2027-02-15      | Fixed         | 16.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2635638.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1297 | PA      | $1276.10      | 0.00%             | 2027-02-15      | Fixed         | 9.41%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2635861.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1796 | PA      | $1768.05      | 0.00%             | 2027-02-15      | Fixed         | 12.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2636195.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3952 | PA      | $3892.65      | 0.00%             | 2027-02-15      | Fixed         | 25.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2636740.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        251 | PA      | $246.71       | 0.00%             | 2027-02-15      | Fixed         | 22.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2637042.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1715 | PA      | $1687.96      | 0.00%             | 2027-02-15      | Fixed         | 13.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2637476.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4389 | PA      | $314.66       | 0.00%             | 2027-07-15      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2637603.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1402 | PA      | $1379.84      | 0.00%             | 2027-02-15      | Fixed         | 14.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2637807.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3183 | PA      | $3134.92      | 0.00%             | 2027-02-16      | Fixed         | 14.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2637903.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2857 | PA      | $2817.15      | 0.00%             | 2027-02-16      | Fixed         | 22.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2637999.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2367 | PA      | $2330.58      | 0.00%             | 2027-02-16      | Fixed         | 12.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2638277.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1177 | PA      | $1164.35      | 0.00%             | 2027-02-16      | Fixed         | 18.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2638678.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1770 | PA      | $1743.50      | 0.00%             | 2027-02-16      | Fixed         | 25.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2638887.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        519 | PA      | $511.42       | 0.00%             | 2027-02-16      | Fixed         | 24.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2639355.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1351 | PA      | $1330.74      | 0.00%             | 2027-07-16      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2639543.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2178 | PA      | $2144.56      | 0.00%             | 2027-02-16      | Fixed         | 14.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2639711.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        364 | PA      | $360.24       | 0.00%             | 2027-02-16      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2639939.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2943 | PA      | $2896.64      | 0.00%             | 2027-02-16      | Fixed         | 10.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2640107.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2229 | PA      | $2194.68      | 0.00%             | 2027-02-16      | Fixed         | 11.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2641249.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2927 | PA      | $2872.94      | 0.00%             | 2027-02-16      | Fixed         | 9.09%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2641429.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3015 | PA      | $2983.00      | 0.00%             | 2027-02-16      | Fixed         | 17.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2641861.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4451 | PA      | $322.02       | 0.00%             | 2027-10-17      | Fixed         | 16.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2642235.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        392 | PA      | $386.01       | 0.00%             | 2027-02-16      | Fixed         | 24.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2642277.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2706 | PA      | $2665.70      | 0.00%             | 2027-07-28      | Fixed         | 22.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2642580.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        730 | PA      | $718.61       | 0.00%             | 2027-02-16      | Fixed         | 11.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2642829.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4489 | PA      | $4419.52      | 0.00%             | 2027-02-16      | Fixed         | 11.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2643431.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4039 | PA      | $3098.21      | 0.00%             | 2027-02-16      | Fixed         | 20.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2643572.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        440 | PA      | $433.72       | 0.00%             | 2027-02-16      | Fixed         | 14.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2643938.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        415 | PA      | $409.41       | 0.00%             | 2027-02-16      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2643974.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        963 | PA      | $949.99       | 0.00%             | 2027-02-28      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2644100.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        987 | PA      | $966.72       | 0.00%             | 2027-12-16      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2644184.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2556 | PA      | $2530.23      | 0.00%             | 2027-02-16      | Fixed         | 24.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2644251.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        325 | PA      | $320.75       | 0.00%             | 2027-02-16      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2644980.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        347 | PA      | $341.51       | 0.00%             | 2027-02-17      | Fixed         | 12.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2645010.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3456 | PA      | $592.36       | 0.00%             | 2027-02-17      | Fixed         | 20.52%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2645113.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2420 | PA      | $2375.79      | 0.00%             | 2027-07-17      | Fixed         | 10.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2645131.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        329 | PA      | $324.70       | 0.00%             | 2027-02-17      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2645397.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1295 | PA      | $202.62       | 0.00%             | 2027-11-19      | Fixed         | 26.19%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | Euro-Bobl                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -26 | NC      | $49655.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | Euro-Bund                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -28 | NC      | $82185.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | U.S. Treasury 2 Year Notes                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        314 | NC      | $-108201.44   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | U.S. Treasury 10 Year Notes                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -366 | NC      | $518654.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | U.S. Treasury Long Bonds                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        791 | NC      | $-2858180.10  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | U.S. Treasury 10 Year Ultra Notes                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        141 | NC      | $-192307.13   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Digicel Group Holdings Ltd.                                                     | Digicel Group Holdings Ltd.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BM        |      72906 | PA      | $8936.64      | 0.00%             | 2033-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Digicel Group Holdings Ltd.                                                     | Digicel Group Holdings Ltd.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     677343 | PA      | $21433.77     | 0.00%             | 2033-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | U.S. Treasury Ultra Bonds                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        276 | NC      | $-1175414.69  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | Royal Caribbean Cruises Ltd.                                                                      | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    5500000 | PA      | $5585749.62   | 0.20%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| All Day Electric, Inc.                                                          | All Day Electric, Inc.                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        291 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-01

**Name of Applicant:** Franklin Strategic Series

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

**Title:** Assistant Treasurer